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

被引：0
|
作者：
Hai-zhong Yang
机构：
[1] Xi’an University of Finance and Economics,School of Statistics
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2011年 / 27卷
关键词：
randomly weighted sums; tail probability; dominated variation; 62E20; 62P05; 62G20; 62H20;
D O I：
暂无
中图分类号：
学科分类号：
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].
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页码：277 / 280
页数：3
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