Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation |
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| Authors: | Hai-zhong Yang |
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| Institution: | Hai-zhong Yang School of Statistics,Xi'an University of Finance and Economics,Xi'an 710100,China |
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| Abstract: | 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 Tang7]. |
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| Keywords: | randomly weighted sums tail probability dominated variation |
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