Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4618563 | Journal of Mathematical Analysis and Applications | 2011 | 8 Pages |
Abstract
This paper deals with the approximation of the tail probability of randomly weighted sums of a sequence of pairwise quasi-asymptotically independent but non-identically distributed dominatedly-varying-tailed random variables. The weights are independent of the former sequence, satisfying some assumptions about the moments. But no requirements on the dependence structure of the weights are imposed.
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