Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments

作者：Wang, Kaiyong^*; Lin, Jinguan; Yang, Yang

来源：Communications in Statistics - Theory and Methods, 2014, 43(10-12): 2595-2604.

DOI：10.1080/03610926.2013.851218

• Random sums
• Heavy-tailed number
• Wide dependence structure
• asymptotics
• 60F10
• 62E20

This article obtains the asymptotics for the tail probability of random sums, where the random number and the increments are all heavy tailed, and the increments follow a certain wide dependence structure. This dependence structure can contain some commonly used negatively dependent random variables as well as some positively dependent random variables.

• 出版日期2014-5-15
• 单位南京审计大学; 苏州科技大学; 东南大学