JOURNAL ARTICLE
Integrability of infinite weighted sums of heavy-tailed i.i.d. random variables
Year: 2002 Journal: Stochastic Processes and their Applications Vol: 99 (1)Pages: 81-94 Publisher: Elsevier BV
Keywords:
Mathematics Sublinear function Random variable Exponential growth Combinatorics Zero (linguistics) Function (biology) Discrete mathematics Mathematical analysis Statistics
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Citation History
Topics
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
Mathematical Approximation and Integration
Physical Sciences → Mathematics → Numerical Analysis
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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