唐风琴, 白建明. 重尾相依随机变量的随机加权和尾概率的渐近估计[J]. 应用概率统计, 2016, 32(2): 111-120.
引用本文: 唐风琴, 白建明. 重尾相依随机变量的随机加权和尾概率的渐近估计[J]. 应用概率统计, 2016, 32(2): 111-120.
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TANG Fengqin, BAI Jianming. Approximation of the Tail Probabilities of Randomly Weighted Sums in Presence of Dependence and Heavy Tails[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(2): 111-120.
Citation: TANG Fengqin, BAI Jianming. Approximation of the Tail Probabilities of Randomly Weighted Sums in Presence of Dependence and Heavy Tails[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(2): 111-120.
shu

重尾相依随机变量的随机加权和尾概率的渐近估计

Approximation of the Tail Probabilities of Randomly Weighted Sums in Presence of Dependence and Heavy Tails

    摘要
  • 摘要: 令为一列实值随机变量, 为另一列与之独立的随机变量序列. 假设为两两广义负象限相依且服从重尾分布, 在独立和相依条件下, 本文得到了一些渐近估计.

     

    Abstract: Let be a sequence of real-valued random variables and be other random variables which are independent of the form sequence. Suppose that are pairwise generalized negatively orthant dependent with heavy tails under the condition that are independent or associated, some asymptotic formulas are established.

     

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