Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153397 | Statistics & Probability Letters | 2012 | 10 Pages |
Abstract
This paper deals with the asymptotic behavior for the tail probability of randomly weighted sums of subexponential random variables under a dependence structure, where the random weights and the corresponding summands are dependent.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yang Yang, Remigijus Leipus, Jonas Šiaulys,