A note on the tail behavior of randomly weighted and stopped dependent sums
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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2015-04-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | http://www.journals.vu.lt/nonlinear-analysis/article/view/13538 |