NDLI: Sums of Dependent Nonnegative Random Variables with Subexponential Tails

Content Provider	Scilit
Author	Ko, Bangwon Tang, Qihe
Copyright Year	2008
Description	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.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/1E4818E5DD2F843BF39A3F2B19DDF0D0/S0021900200003971a.pdf/div-class-title-sums-of-dependent-nonnegative-random-variables-with-subexponential-tails-div.pdf
Ending Page	94
Page Count	10
Starting Page	85
ISSN	00219002
e-ISSN	14756072
DOI	10.1017/s0021900200003971
Journal	Journal of applied probability
Issue Number	01
Volume Number	45
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2008-03-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Mathematical Physics Subexponentiality
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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