Tail probability of randomly weighted sums of subexponential random variables under a dependence structure

JOURNAL ARTICLE

Year: 2012 Journal: Statistics & Probability Letters Vol: 82 (9)Pages: 1727-1736 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2012.05.016

Keywords:

Mathematics Random variable Combinatorics Statistics Discrete mathematics Statistical physics

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