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Sums of dependent nonnegative random variables with subexponential tails
- QIHE TANG;
- 고방원
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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
- 발행일
- 2008
- 유형
- Article
- 권
- 45
- 호
- 1
- 페이지
- 85 ~ 94
- 언어
- ENG
- 출판사
- APPLIED PROBABILITY TRUST
- 발행국가
- 영국
- 분량
- 10 페이지
- ISSN
- P 0021-9002