Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables

Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables

Abstract This paper investigates the asymptotic behavior of the tail probability of a weighted infinite sum of random variables with consistently varying tails under two conditional dependence structures. The obtained results extend and improve the existing results of Bae and Ko (J. Korean Stat. Soc...

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Bibliographic Details
Main Authors: Qingwu Gao, Xijun Liu, Chunhong Chai
Format: Article
Language:English
Published: SpringerOpen 2019-05-01
Series:Journal of Inequalities and Applications
Subjects:
Asymptotic tail probability
Weighted infinite sum
Conditional dependence
Consistent variation
Online Access:http://link.springer.com/article/10.1186/s13660-019-2067-x

Internet

http://link.springer.com/article/10.1186/s13660-019-2067-x

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