Asymptotics for the partial sum and its maximum of dependent random variables (Q2627903)
From MaRDI portal
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
