Article ID Journal Published Year Pages File Type
1153494 Statistics & Probability Letters 2007 10 Pages PDF
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
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