Sums of dependent nonnegative random variables with subexponential tails

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초록

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.

제목
Sums of dependent nonnegative random variables with subexponential tails
저자
QIHE TANG; 고방원
DOI
10.1239/jap/1208358953
발행일
2008
유형
Article
저널명
Journal of Applied Probability
권
45
호
1
페이지
85 ~ 94