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