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| Asymptotics for the Tail Probability of Random Sumswith a Heavy-Tailed Random Number and ExtendedNegatively Dependent Summands? |
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Citation： |
Fengyang CHENG,Na LI.Asymptotics for the Tail Probability of Random Sumswith a Heavy-Tailed Random Number and ExtendedNegatively Dependent Summands?[J].Chinese Annals of Mathematics B,2014,35(1):69~78 |
| Page view： 1783
Net amount： 1712 |
Authors： |
Fengyang CHENG; Na LI; |
Foundation： |
National Natural Science Foundation of China (No. 11071182). |
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| Abstract： |
Let {X,Xk : k ≥ 1} be a sequence of extended negatively dependent random
variables with a common distribution F satisfying EX > 0. Let τ be a nonnegative
integer-valued random variable, independent of {X,Xk : k ≥ 1}. In this paper, the
authors obtain the necessary and sufficient conditions for the random sums Sτ = τn=1 Xn to have a consistently varying tail when the random number τ has a heavier tail than the summands, i.e.,P(X >x)P(τ > x)→ 0as x→∞. |
Keywords： |
Asymptotic behavior, Random sums, Heavy-Tailed distribution |
Classification： |
60E05, 62E20 |
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