Asymptotic behavior for sums of non-identically distributed random variables

DOI10.1007/S11766-019-3440-8MaRDI QIDQ2422644zbMATH OpenOpenAlexWikidataFDO

Authors Changjun Yu, Dongya Cheng

Publication date 20 June 2019

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-019-3440-8

zbMATH Keywords

densitiesheavy-tailed distributionslocal distributionslower limitsupper limits

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

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Cites work

• An introduction to heavy-tailed and subexponential distributions
• Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
• Heavy-Tail Phenomena
• Limits of ratios of tails of measures
• Local subexponentiality and self-decomposability
• Lower limits and equivalences for convolution tails
• Lower limits and upper limits for tails of random sums supported on R
• Lower Limits for Distribution Tails of Randomly Stopped Sums
• On domination problem of non-negative distributions
• On lower limits and equivalences for distribution tails of randomly stopped sums

Cited in

(9)

• Asymptotic behavior of tail density for sum of correlated lognormal variables
• Limit theorems for sums of random variables with mixture distribution
• Asymptotic expansions of large deviations for sums of nonidentically distributed random variables
• SOME RESULTS ON ASYMPTOTIC BEHAVIORS OF RANDOM SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES
• The uniformly asymptotic estimate for the tail probability of the sums of nonnegative and dependent random variables
• Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
• scientific article; zbMATH DE number 30725 (Why is no real title available?)
• Asymptotics of the distribution of the ratio of sums of random variables
• Limiting behaviour of constrained sums of two variables and the principle of a single big jump

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