Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation

作者：Yang Hai zhong^*

来源：Acta Mathematicae Applicatae Sinica-English Series, 2011, 27(2): 277-280.

DOI：10.1007/s10255-009-8155-9

• randomly weighted sums
• tail probability
• dominated variation

This paper investigates the asymptotic behavior of tail probability of randomly weighted sums of dependent and real-valued random variables with dominated variation, where the weights form another sequence of nonnegative random variables. The result we obtain extends the corresponding result of Wang and Tang[7].

• 出版日期2011-4