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
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