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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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0.9470546
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0.9413884
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0.93350655
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0.9298601
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0.9294417
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0.9272344
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0.92584556
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