Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables
نویسندگان
چکیده
منابع مشابه
Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables
In this paper we study the asymptotic behavior of the tail probabilities of sums of dependent and real-valued random variables whose distributions are assumed to be subexponential and not necessarily of dominated variation. We propose two general dependence assumptions under which the asymptotic behavior of the tail probabilities of the sums is the same as that in the independent case. In parti...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2008
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-008-0159-5