A note on weighted infinite sums of dependent regularly varying tailed random variables (Q2398402)
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scientific article; zbMATH DE number 6760714
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| default for all languages | No label defined |
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| English | A note on weighted infinite sums of dependent regularly varying tailed random variables |
scientific article; zbMATH DE number 6760714 |
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A note on weighted infinite sums of dependent regularly varying tailed random variables (English)
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16 August 2017
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asymptotics
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dependence
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heavy tails
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regular variation
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tail probabilities
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0.8880715370178223
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0.8650201559066772
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0.8620333671569824
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0.8597855567932129
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