节点文献
重尾情形下NA随机变量的随机加权和(英文)
Randomly Weighted Sums for Negatively Associated Random Variables with Heavy Tails
【摘要】 In 2003, Tang Qihe et al. obtained a simple asymptotic formula for independent identically distributed (i.i.d.) random variables with heavy tails. In this paper, under certain moment conditions, we establish a formula as the same as Tang’s, when random variables are negatively associated (NA).
【Abstract】 In 2003, Tang Qihe et al. obtained a simple asymptotic formula for independent identically distributed (i.i.d.) random variables with heavy tails. In this paper, under certain moment conditions, we establish a formula as the same as Tang’s, when random variables are negatively associated (NA).
【关键词】 asymptotic；
heavy tails；
negatively associated；
uniformity.；
【Key words】 asymptotic； heavy tails； negatively associated； uniformity.；
【Key words】 asymptotic； heavy tails； negatively associated； uniformity.；
- 【文献出处】 数学研究与评论 ,Journal of Mathematical Research and Exposition , 编辑部邮箱 ,2009年06期
- 【分类号】O211.5
- 【被引频次】1
- 【下载频次】57