Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions |
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Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (English)
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3 April 2008
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asymptotic expansion
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tail area approximation
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regular variation
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subexponential distribution
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infinite order moving average
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weighted sum of random variables
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0.9462824
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0.93242085
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0.9097366
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0.8999777
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0.8882456
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