Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629)
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scientific article; zbMATH DE number 6652432
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| English | Uniform approximation of the tail probability of weighted sums of subexponential random variables |
scientific article; zbMATH DE number 6652432 |
Statements
Uniform approximation of the tail probability of weighted sums of subexponential random variables (English)
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11 November 2016
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quasi-asymptotical independence
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subexponential distribution
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weighted sum
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tail probability
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uniform asymptotic
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convolution
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uniform \(h\)-insensitivity
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0.82558477
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0.80825305
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0.8018696
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0.80177575
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0.7964643
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0.7877384
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0.7835198
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0.7743138
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0.7714634
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