Article ID Journal Published Year Pages File Type
4618563 Journal of Mathematical Analysis and Applications 2011 8 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis