A note on the tail behavior of randomly weighted and stopped dependent sums
| Autor: | Lina Dindienė, Remigijus Leipus |
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| Jazyk: | angličtina |
| Rok vydání: | 2015 |
| Předmět: | |
| Zdroj: | Nonlinear Analysis, Vol 20, Iss 2 (2015) |
| Druh dokumentu: | article |
| ISSN: | 1392-5113 2335-8963 |
| DOI: | 10.15388/NA.2015.2.8 |
| Popis: | In this paper, we deal with the tail behavior of the maximum of randomly weighted and stopped sums. We assume that primary random variables (with a certain dependence structure) are identically distributed with heavy-tailed distribution function and random weights are nonnegative. In this note, we specify some conditions for the (weak) asymptotics of the tail of random maximum. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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