Article ID Journal Published Year Pages File Type
1152686 Statistics & Probability Letters 2010 7 Pages PDF
Abstract
We obtain the new asymptotics of the log Laplace transform of ∑j≥1λjXj at infinity, where {Xj} are i.i.d. non-negative random variables and {λj} is a sequence of positive and non-increasing numbers, satisfying certain regularity conditions.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
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