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

Haizhong Yang

doi:10.1007/s10255-009-8155-9

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

Haizhong Yang

Year: 2010 Journal: Acta Mathematicae Applicatae Sinica English Series Vol: 27 (2)Pages: 277-280 Publisher: Springer Science+Business Media

DOI: 10.1007/s10255-009-8155-9

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Keywords:

Mathematics Random variable Variation (astronomy) Sequence (biology) Statistics Combinatorics Physics

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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

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

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