Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation

Lan Yi; Yu Chen; Chun Su

doi:10.1016/j.jmaa.2010.10.020

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Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation

Lan Yi Yu Chen Chun Su

Year: 2010 Journal: Journal of Mathematical Analysis and Applications Vol: 376 (1)Pages: 365-372 Publisher: Elsevier BV

DOI: 10.1016/j.jmaa.2010.10.020

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Keywords:

Mathematics Independent and identically distributed random variables Random variable Pairwise independence Sequence (biology) Pairwise comparison Combinatorics Random sequence Statistics Sum of normally distributed random variables Mathematical analysis Distribution (mathematics)

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Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Advanced Harmonic Analysis Research

Physical Sciences → Mathematics → Applied Mathematics

Mathematical Approximation and Integration

Physical Sciences → Mathematics → Numerical Analysis

Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation

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