• Title of article

    Tail behavior of random sums of negatively associated increments

  • Author/Authors

    Zhang، نويسنده , , Jian and Cheng، نويسنده , , Fengyang and Wang، نويسنده , , Yuebao، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2011
  • Pages
    10
  • From page
    64
  • To page
    73
  • Abstract
    Let { X , X k , k ⩾ 1 } be a sequence of negatively associated random variables with a common distribution function and finite expectation and let τ be a nonnegative integer-valued random variable independent of { X k , k ⩾ 1 } . In this paper we give unified form for the asymptotic behavior of the random sums S τ = ∑ k = 1 τ X k in the case of lim x → + ∞ P ( X > x ) P ( τ > x ) = C ∈ [ 0 , + ∞ ] . The results extend the earlier results of Aleškevičiené et al. (2008) [2].
  • Keywords
    Random sums , Consistent variation , Negatively association
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2011
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1561567