Lower limits for distributions of randomly stopped sums

Denis Denisov, Serguei Foss, Dmitry Korshunov

Published 2007-11-28Version 1

We study lower limits for the ratio $\frac{\bar{F^{*\tau}}(x)}{\bar F(x)}$ of tail distributions where $ F^{*\tau}$ is a distribution of a sum of a random size $\tau$ of i.i.d. random variables having a common distribution $F$, and a random variable $\tau$ does not depend on summands.