Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands
| Autor: | Fengyang Cheng, Yanfang Zhang |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Discrete mathematics Multivariate random variable 010102 general mathematics Random element 01 natural sciences Combinatorics 010104 statistics & probability Random variate Distribution (mathematics) Sum of normally distributed random variables Dependent random variables 0101 mathematics Random variable Mathematics |
| Zdroj: | Communications in Statistics - Theory and Methods. 46:5888-5895 |
| ISSN: | 1532-415X 0361-0926 |
| DOI: | 10.1080/03610926.2015.1112916 |
| Popis: | In this paper, we obtain some results for the asymptotic behavior of the tail probability of a random sum Sτ = ∑τk = 1Xk, where the summands Xk, k = 1, 2, …, are conditionally dependent random variables with a common subexponential distribution F, and the random number τ is a non negative integer-valued random variable, independent of {Xk: k ⩾ 1}. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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