Tail behavior of random sums of negatively associated increments |
| |
Authors: | Jian Zhang Yuebao Wang |
| |
Institution: | Department of Mathematics, Soochow University, Suzhou, 215006, China |
| |
Abstract: | Let be a sequence of negatively associated random variables with a common distribution function and finite expectation and let τ be a nonnegative integer-valued random variable independent of . In this paper we give unified form for the asymptotic behavior of the random sums in the case of . The results extend the earlier results of Aleškevi?iené et al. (2008) 2]. |
| |
Keywords: | Consistent variation Negatively association Random sums |
本文献已被 ScienceDirect 等数据库收录! |