| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153494 | Statistics & Probability Letters | 2007 | 10 Pages |
Abstract
This paper obtains the Embrechts-Veraverbeke asymptotic formula for the random walk with dependent steps, where the steps constitute a sequence of negatively associated random variables with a common heavy-tailed distribution such that its left tail is lighter than its right tail.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dingcheng Wang, Pingyan Chen, Chun Su,
