A note on max-sum equivalence

作者：Li Jinzhu; Tang Qihe^*

来源：Statistics & Probability Letters, 2010, 80(23-24): 1720-1723.

DOI：10.1016/j.spl.2010.07.015

• Long tail
• Max-sum equivalence
• Subexponentiality

For finitely many independent real-valued random variables, if their maximum follows a subexponential distribution, then the tail probabilities of their sum and maximum are asymptotically equivalent.

• 出版日期2010-12-1
• 单位南开大学