Maxima of sums and random sums for negatively associated random variables with heavy tails

Statistics and Probability Letters

Volumn 68, Issue 3, 2004, Pages 287-295

  Wang, Dingcheng ^a   Tang, Qihe ^b  

^a UNIVERSITY OF ELECTRONIC SCIENCE AND TECHNOLOGY OF CHINA   (China)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Asymptotics; Heavy tails; Maximum of sums; Negative association; Random sums; Tail probabilities

Indexed keywords

EID: 3042625350     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.03.011     Document Type: Article

References (14)

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