Lower limits for distributions of randomly stopped sums

Abstract

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

This research is a continuation of arXiv:math/0510273 and arXiv:math/0701920. 11 pages