Sums of dependent nonnegative random variables with subexponential tails

作者：Ko Bangwon^*; Tang Qihe

来源：Journal of Applied Probability, 2008, 45(1): 85-94.

DOI：10.1239/jap/1208358953

• asymptotics
• copula
• dependence
• subexponentiality
• uniformity

In this paper we study the asymptotic tail probabilities of sums of subexponential, nonnegative random variables, which are dependent according to certain general structures with tail independence. The results show that the subexponentiality of the summands eliminates the impact of the dependence on the tail behavior of the sums.

• 出版日期2008-3