On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the joint tail behavior of randomly weighted sums of heavy-tailed random variables |
scientific article |
Statements
On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (English)
0 references
21 December 2017
0 references
asymptotics
0 references
dominated variation
0 references
joint tail behavior
0 references
randomly weighted sum
0 references
regular variation
0 references
strong asymptotic independence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
