Tail Behavior of Randomly Weighted Sums
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Publication:3167339
DOI10.1239/aap/1346955265zbMath1264.60036arXiv1011.4349MaRDI QIDQ3167339
Krishanu Maulik, Rajat Subhra Hazra
Publication date: 2 November 2012
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.4349
regular variation; asymptotic independence; heavy tail; subexponential; product of random variables; Breiman's theorem
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
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