• Title of article

    Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation

  • Author/Authors

    Yi، نويسنده , , Lan and Chen، نويسنده , , Yu and Su، نويسنده , , Chun، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2011
  • Pages
    8
  • From page
    365
  • To page
    372
  • Abstract
    This paper deals with the approximation of the tail probability of randomly weighted sums of a sequence of pairwise quasi-asymptotically independent but non-identically distributed dominatedly-varying-tailed random variables. The weights are independent of the former sequence, satisfying some assumptions about the moments. But no requirements on the dependence structure of the weights are imposed.
  • Keywords
    Quasi-asymptotic independence , Asymptotic , Randomly weighted sum , Tail probability , Dominatedly-varying tail
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2011
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1561592