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Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory
Extremes, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tang, Q., Tsitsiashvili, G.
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Theorems on Large Deviations for Randomly Indexed Sum of Weighted Random Variables
Acta Applicandae Mathematicae, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kasparavičiūtė, Aurelija +1 more
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On the maximum of randomly weighted sums with regularly varying tails
Statistics & Probability Letters, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ng, KW, Chen, Y, Xie, X
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Conditional tail expectation of randomly weighted sums with heavy-tailed distributions
Statistics & Probability Letters, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, Yang +2 more
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Acta Mathematica Sinica, English Series, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chen, Ping Yan, Sung, Soo Hak
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chen, Ping Yan, Sung, Soo Hak
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Strong convergence for sums of randomly weighted, rowwise exchangeable random variables
Stochastic Analysis and Applications, 1989Let be an array of rowwise exchangeable random elements in a separable Banach space. Let {An} and {an} be random variables where An is positive and an is a symmetric function of . Using reverse martingale techniques, strong convergence is obtained for the weighted sum , under certain moment conditions on me random elements and suitable conditions on ...
Ronald F. Patterson +2 more
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Uniform Estimate for Randomly Weighted Sums of Dependent Subexponential Random Variables
Asia-Pacific Journal of Risk and Insurance, 2015Abstract This paper obtains the uniform tail asymptotics of the maximum of randomly weighted sum max
Yan Liu, Qinqin Zhang
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Convergence rate for randomly weighted sums of random variables and its application
Теория вероятностей и ее примененияПусть $\{X, X_n, n \ge 1\}$ - последовательность одинаково распределенных отрицательно супераддитивно зависимых случайных величин и $\{A_{ni}, 1 \le i \le n, n \ge 1\}$ - схема серий, состоящая из отрицательно супераддитивно зависимых случайных весов.
Wu, Y., Wang, X. J.
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Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory
Methodology and Computing in Applied Probability, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shen, Xin-mei, Lin, Zheng-yan, Zhang, Yi
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Probability in the Engineering and Informational Sciences, 2018
AbstractLet $\left\{ {{\bi X}_k = {(X_{1,k},X_{2,k})}^{\top}, k \ge 1} \right\}$ be a sequence of independent and identically distributed random vectors whose components are allowed to be generally dependent with marginal distributions being from the class of extended regular variation, and let $\left\{ {{\brTheta} _k = {(\Theta _{1,k},\Theta _{2,k})}^{
Shen, Xinmei, Ge, Mingyue, Fu, Ke-Ang
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AbstractLet $\left\{ {{\bi X}_k = {(X_{1,k},X_{2,k})}^{\top}, k \ge 1} \right\}$ be a sequence of independent and identically distributed random vectors whose components are allowed to be generally dependent with marginal distributions being from the class of extended regular variation, and let $\left\{ {{\brTheta} _k = {(\Theta _{1,k},\Theta _{2,k})}^{
Shen, Xinmei, Ge, Mingyue, Fu, Ke-Ang
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