پديدآورندگان :
Yang Yang Nanjing Audit University , Konstantinides Dimitrios G. konstant@aegean.gr University of the Aegean in Karlovassi , Wang Kaiyong Suzhou University of Science and Technology
كليدواژه :
Asymptotic, tail behavior, consistent variation , asymptotic independence, randomly weighted sum.
چكيده فارسي :
Let X_1, X_2,…be a sequence of pairwise asymptotically independent and real-valued random variables, and ө_1, ө_2,…be another sequence of nonnegative and nondegenerate at zero r.v.s., independent of X_1;X_2; : : :. In this paper, we investigate the tail behavior of randomly weighted infinite sums under the assumption that (s_∞)^+ =/sum_{n=1}^∞ ө_n (X_n)^+ , where Xn+=max{Xn,0}, has a consistently varying tail, as well as some moment conditions on ө_1, ө_2,…. Our obtained result is more easily verifiable than some existing ones restricting the conditions on X_1, X_2
