Upper bounds are derived for the probability that the sum S of n independent random variables exceeds its mean ES by a positive number nt. It is assumed that the range of each summand of S is bounded ...

Yilun Shang ᵃ, A central limit theorem for randomly indexed 𝑚-dependent random variables, Filomat, Vol. 26, No. 4 (2012), pp. 713-717 ...

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...