Random Stopping Preserves Regular Variation of Process Distributions (original) (raw)

The Annals of Probability, 1977

Abstract

... 44 PRISCILLA GREENWOOD AND ITREL MONROE (N > n) so that P(T1(b) < N) = n P(n = min: Xj 0 Al(b), N > n) = S~n?=l P(X, 0 Al(b))P(Xj e Al(b), j < n, N > n) < P(X1 0 Al(b)) 57.- 1 P(N > n) , b-PEN. Also, P(Tl(b) < N) > bP f (P(N > n) - P(Tl(b) < n)) V 0 . The sum converges to EN ...

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