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 ...
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 ...
Abstract: The sum of random variables arises as a challenge in several wireless communications problems, particularly those characterized by the Fox H distribution. In this letter, we derive the ...