Tail behavior of negatively associated heavy-tailed sums

DOI10.1239/JAP/1152413743zbMath1104.60313OpenAlexW1977271486MaRDI QIDQ3410935

Kai Wang Ng, J. L. Geluk

Publication date: 16 November 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1152413743

zbMATH Keywords

asymptoticstail probabilitypartial sumnegative associationsubexponentiality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50)

Related Items (15)

Unnamed Item ⋮ A note on weighted infinite sums of dependent regularly varying tailed random variables ⋮ Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails ⋮ Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums ⋮ Tail behavior of random sums of negatively associated increments ⋮ Uniform asymptotics for the tail probability of weighted sums with heavy tails ⋮ Closure property and maximum of randomly weighted sums with heavy-tailed increments ⋮ Tail asymptotics for the sum of two heavy-tailed dependent risks ⋮ Tail behavior of sums and maxima of sums of dependent subexponential random variables ⋮ Tail behavior of the sums of dependent and heavy-tailed random variables ⋮ Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation ⋮ Sums of Dependent Nonnegative Random Variables with Subexponential Tails ⋮ Precise large deviations for dependent random variables with heavy tails ⋮ Minimum of Dependent Random Variables with Convolution-Equivalent Distributions ⋮ Asymptotic tail probabilities of sums of dependent subexponential random variables

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