Tail Behavior of Randomly Weighted Sums (Q3167339)
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Language | Label | Description | Also known as |
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English | Tail Behavior of Randomly Weighted Sums |
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Tail Behavior of Randomly Weighted Sums (English)
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2 November 2012
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regular variation
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heavy tail
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asymptotic independence
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Breiman's theorem
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product of random variables
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subexponential
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