Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10986-017-9348-1 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2592480240 / rank | |||
Normal rank |
Revision as of 00:14, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotics for the partial sum and its maximum of dependent random variables |
scientific article |
Statements
Asymptotics for the partial sum and its maximum of dependent random variables (English)
0 references
1 June 2017
0 references
pairwise asymptotical independence
0 references
pairwise upper extended negative dependence
0 references
dominated variation
0 references
long tail
0 references
discrete-time risk model
0 references
finite-time ruin probability
0 references