| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152642 | Statistics & Probability Letters | 2014 | 9 Pages |
Abstract
In this paper, we consider the randomly weighted sum S2Θ=Θ1X1+Θ2X2, where the two primary random summands X1X1 and X2X2 are real-valued and dependent with long or dominatedly varying tails, and the random weights Θ1Θ1 and Θ2Θ2 are positive, with values in [a,b][a,b], 0
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yang Yang, Remigijus Leipus, Jonas Šiaulys,