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Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables |
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| Authors: | Qian Huan Geng Bingzhen Wang Shijie |
| Affiliation: | 1.School of Mathematical Sciences, Anhui University, Hefei, 230601, Anhui, China ;2.School of Mathematics and Statistics, Central South University, Changsha, 410083, Hunan, China ; |
| Abstract: | Lithuanian Mathematical Journal - Following [C. Yu, Y. Wang, and D. Cheng, Tail behavior of the sums of dependent and heavy-tailed random variables, J. Korean Stat. Soc., 44(1):12–27, 2015],... |
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