This article investigates the tail asymptotic behavior of the sum of pairwise quasi-asymptotically independent random variables with consistently varying tails. We prove that the tail probability of the sum is asymptotically equal to the sum of individual tail probabilities. This matches a feature of subexponential distributions. This result is then extended to weighted sums and random sums.link_to_subscribed_fulltex
The tail of the distribution of a sum of a random number of independent and identically distributed ...
In this paper we extend some results about the probability that the sum of n dependent subexponentia...
For subexponential random variables Xi, 1 ⩽ i ⩽ n, the uniform asymptotic result is established for ...
This article investigates the tail asymptotic behavior of the sum of pairwise quasi-asymptotically i...
AbstractThis paper deals with the approximation of the tail probability of randomly weighted sums of...
Consider the problem of approximating the tail probability of randomly weighted sums and their maxim...
Let {Xk, k ≥ 1} be a sequence of independently and identically distributed random variables with com...
Abstract This paper investigates the asymptotic behavior of the tail probability of a weighted infin...
In our thesis we analyze one class of heavy-tailed distributions. Distributions belonging to this cl...
Short noteIn this note we prove a bound of the tail probability for a sum of $n$ independent random ...
We are interested in the tail behavior of the randomly weighted sum ∑n i=1 θiXi, in which the primar...
AbstractIn this paper we establish a relationship between convergence in probability and almost sure...
In the thesis we investigate the asymptotic properties of both tail probability ant tail expectation...
Suppose are independent subexponential random variables with partial sums. We show that if the pairw...
We prove a bound of the tail probability for a sum of n independent random variables. It can be appl...
The tail of the distribution of a sum of a random number of independent and identically distributed ...
In this paper we extend some results about the probability that the sum of n dependent subexponentia...
For subexponential random variables Xi, 1 ⩽ i ⩽ n, the uniform asymptotic result is established for ...
This article investigates the tail asymptotic behavior of the sum of pairwise quasi-asymptotically i...
AbstractThis paper deals with the approximation of the tail probability of randomly weighted sums of...
Consider the problem of approximating the tail probability of randomly weighted sums and their maxim...
Let {Xk, k ≥ 1} be a sequence of independently and identically distributed random variables with com...
Abstract This paper investigates the asymptotic behavior of the tail probability of a weighted infin...
In our thesis we analyze one class of heavy-tailed distributions. Distributions belonging to this cl...
Short noteIn this note we prove a bound of the tail probability for a sum of $n$ independent random ...
We are interested in the tail behavior of the randomly weighted sum ∑n i=1 θiXi, in which the primar...
AbstractIn this paper we establish a relationship between convergence in probability and almost sure...
In the thesis we investigate the asymptotic properties of both tail probability ant tail expectation...
Suppose are independent subexponential random variables with partial sums. We show that if the pairw...
We prove a bound of the tail probability for a sum of n independent random variables. It can be appl...
The tail of the distribution of a sum of a random number of independent and identically distributed ...
In this paper we extend some results about the probability that the sum of n dependent subexponentia...
For subexponential random variables Xi, 1 ⩽ i ⩽ n, the uniform asymptotic result is established for ...