Asymptotic Behavior of Product of Two Heavy-tailed Dependent Random Variables

被引：0
|
作者：
Vahid RANJBAR [1 ]
Mohammad AMINI [2 ]
Jaap GELUK [3 ]
Abolghasem BOZORGNIA [2 ]
机构：
[1] Department of Statistics,Faculty of Sciences,Golestan University
[2] Department of Statistics,Ordered and Spatial Data Center of Excellence,Ferdowsi University of Mashhad
[3] Department of Mathematics,The Petroleum
来源：
ActaMathematicaSinica | 2013年 / 29卷 / 02期
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D O I：
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中图分类号：
O211.5 [随机变量];
学科分类号：
摘要：
Let X and Y be positive weakly negatively dependent(WND)random variables with finite expectations and continuous distribution functions F and G with heavy tails, respectively. The asymptotic behavior of the tail of distribution of XY is studied and some closure properties under some suitable conditions on ˉ F(x)= 1 F(x)and ˉ G(x)= 1 G(x)are provided. Moreover, subexponentiality of XY when X and Y are WND random variables is derived.
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页码：355 / 364
页数：10
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