Uniform approximation of the tail probability of weighted sums of subexponential random variables (Q2832629)

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scientific article; zbMATH DE number 6652432
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Uniform approximation of the tail probability of weighted sums of subexponential random variables
scientific article; zbMATH DE number 6652432

    Statements

    Uniform approximation of the tail probability of weighted sums of subexponential random variables (English)
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    11 November 2016
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    quasi-asymptotical independence
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    subexponential distribution
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    weighted sum
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    tail probability
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    uniform asymptotic
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    convolution
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    uniform \(h\)-insensitivity
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