Title of article :
Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
Author/Authors :
Yi، نويسنده , , Lan and Chen، نويسنده , , Yu and Su، نويسنده , , Chun، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2011
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.
Keywords :
Quasi-asymptotic independence , Asymptotic , Randomly weighted sum , Tail probability , Dominatedly-varying tail
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications