Comparison for upper tail probabilities of random series
نویسندگان
چکیده
منابع مشابه
Tail probabilities for infinite series of regularly varying random vectors
A random vector X with representation X = ∑ j≥0 AjZj is considered. Here, (Zj) is a sequence of independent and identically distributed random vectors and (Aj) is a sequence of random matrices, ‘predictable’ with respect to the sequence (Zj). The distribution of Z1 is assumed to be multivariate regular varying. Moment conditions on the matrices (Aj) are determined under which the distribution o...
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ژورنال
عنوان ژورنال: Journal of the Korean Statistical Society
سال: 2013
ISSN: 1226-3192
DOI: 10.1016/j.jkss.2013.01.005