Estimates for the distribution of sums and maxima of sums of random variables without the cramer condition

By A. A. Borovkov. 2000

51 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/4242775cd153384fd0b8e90e08d6a7030212e05c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Mariana Olvera-Cravioto
2. Remco van der Hofstad

In Finance

1. Mariana Olvera-Cravioto

In Management Science and Operations Research

1. Mariana Olvera-Cravioto

Citations in the corpus

• Asymptotics for Weighted Random Sums (2011, methodology): “The following result gives exponential bounds for sums of independent truncated random variables, and it follows the same classical heavy-tailed techniques from [17] and [4] (see also [5]).”