Asymptotic Tail Probability of Randomly Weighted Sums of Dependent Random Variables with Dominated Variation

被引：0

作者：

Hai-zhong Yang School of Statistics

机构：

来源：

Acta Mathematicae Applicatae Sinica | 2011年 / 27卷 / 02期

基金：

中国国家自然科学基金;

关键词：

randomly weighted sums; tail probability; dominated variation;

D O I：

暂无

中图分类号：

O211.5 [随机变量];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper investigates the asymptotic behavior of tail probability of randomly weighted sums of dependent and real-valued random variables with dominated variation,where the weights form another sequence of nonnegative random variables.The result we obtain extends the corresponding result of Wang and Tang.

引用

页码：277 / 280

页数：4

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[1] Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation
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[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 27 (02): : 277 - 280
[2] Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation
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[J]. Acta Mathematicae Applicatae Sinica, English Series, 2011, 27 : 277 - 280
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[J]. Acta Mathematicae Applicatae Sinica, English Series, 2011, 27 : 560 - 560
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