A note on the tail behavior of randomly weighted and stopped dependent sums

DOI10.15388/NA.2015.2.8zbMath1420.60060OpenAlexW2336839552MaRDI QIDQ4968012

Remigijus Leipus, Lina Dindienė

Publication date: 12 July 2019

Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15388/na.2015.2.8

zbMATH Keywords

heavy tailsextended negative dependenceasymptotic tail probability

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic processes (60G99)

Related Items (3)

Expectation of the truncated randomly weighted sums with dominatedly varying summands ⋮ Bounds for the Clayton copula ⋮ A note on the asymptotics for the randomly stopped weighted sums

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