Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010)
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scientific article
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English | Closure property and maximum of randomly weighted sums with heavy-tailed increments |
scientific article |
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Closure property and maximum of randomly weighted sums with heavy-tailed increments (English)
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12 June 2014
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long tails
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dominatedly varying tails
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dependence
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