Tail behavior of randomly weighted sums (Q3167339)
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scientific article; zbMATH DE number 6101465
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tail behavior of randomly weighted sums |
scientific article; zbMATH DE number 6101465 |
Statements
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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0.8670006394386292
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0.8528978228569031
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0.8444347977638245
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0.829972505569458
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0.827839195728302
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