Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation

DOI10.1016/j.jmaa.2010.10.020zbMath1206.60039OpenAlexW2077629540MaRDI QIDQ624593

Yu Chen, Chun Su, Lan Yi

Publication date: 9 February 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.10.020

zbMATH Keywords

tail probabilityasymptoticquasi-asymptotic independencerandomly weighted sumdominatedly-varying tail

Mathematics Subject Classification ID

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