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On the joint tail behavior of randomly weighted sums of heavy-tailed random variables - MaRDI portal

On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241)

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scientific article; zbMATH DE number 6820943
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On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
scientific article; zbMATH DE number 6820943

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    On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (English)
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    21 December 2017
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    asymptotics
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    dominated variation
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    joint tail behavior
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    randomly weighted sum
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    regular variation
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    strong asymptotic independence
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