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

被引：5

作者：

Yang, Hai-zhong ^{[1
]}

机构：

[1] Xian Univ Finance & Econ, Sch Stat, Xian 710100, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 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：

10.1007/s10255-009-8155-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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[7].

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
Hai-zhong Yang
[J]. Acta Mathematicae Applicatae Sinica, English Series, 2011, 27 : 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, 2011, 27 (02) : 277 - 280
[3] Erratum to: 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 : 560 - 560
[4] Erratum to:Asymptotic Tail Probability of Randomly Weighted Sums of Dependent Random Variables with Dominated Variation
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