A Note on Randomly Weighted Sums of Dependent Subexponential Random Variables

Fengyang Cheng

doi:10.1007/s11401-020-0209-6

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A Note on Randomly Weighted Sums of Dependent Subexponential Random Variables

Fengyang Cheng

Year: 2020 Journal: Chinese Annals of Mathematics Series B Vol: 41 (3)Pages: 441-450 Publisher: Springer Science+Business Media

DOI: 10.1007/s11401-020-0209-6

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Keywords:

Combinatorics Mathematics Random variable Independent and identically distributed random variables Bounded function Distribution (mathematics) Limit (mathematics) Discrete mathematics Statistics Mathematical analysis

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Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Stochastic processes and statistical mechanics

Physical Sciences → Mathematics → Mathematical Physics

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

A Note on Randomly Weighted Sums of Dependent Subexponential Random Variables

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