Journal of Applied Probability, Vol. 31, No. 3 (Sep., 1994), pp. 743-756 (14 pages) Exponential bounds are derived for the tail probabilities of various compound distributions, generalizing the ...
We consider the uncovered set (i.e. the complement of the union of growing random intervals) in the one-dimensional Johnson-Mehl model. Let S(z, L) be the number of components of this set at time z > ...
Igor Halperin proposes an analytical approach to calculating the tail probabilities of compound distributions that have individual components with heavy tails. This offers an alternative to more ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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