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| 引用本文： | �Ʒ���,���.��β������������������Ȩ��β���ʵĽ�������[J].应用概率统计,2016,32(2):111-120. |
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| 作者姓名： | �Ʒ��� ��� |
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| 作者单位： | ??????????????????, ???????????? |
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| 摘 要： |
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| 关 键 词： | ???????? ???????帺???????? ??β??? ?????? |
Approximation of the Tail Probabilities of Randomly Weighted Sums in Presence of Dependence and Heavy Tails |
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| TANG Fengqin,BAI Jianming.Approximation of the Tail Probabilities of Randomly Weighted Sums in Presence of Dependence and Heavy Tails[J].Chinese Journal of Applied Probability and Statisties,2016,32(2):111-120. |
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| Authors: | TANG Fengqin BAI Jianming |
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| Institution: | School of Mathematics Sciences, Huaibei Normal University; School of Management, Lanzhou University |
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| Abstract: | Let be a sequence of real-valued random
variables and be other random variables which are independent
of the form sequence. Suppose that are pairwise generalized negatively
orthant dependent with heavy tails under the condition that are
independent or associated, some asymptotic formulas are established. |
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| Keywords: | randomly weighted sums pairwise generalized negatively orthant
dependent heavy-tailed distribution positively associated |
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