SUMS OF DEPENDENT NONNEGATIVE RANDOM VARIABLES WITH SUBEXPONENTIAL TAILS

104 citations recorded by the source corpus.

How researchers see this paper

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

The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (2010, unknown): “Motivated by Corollary 3.1 of Ko and Tang (2008), in the following lemma we show a sufficient condition for the random variables Xk, k = 1, . . . , n, to be LEND or UEND.”
Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (2009, background): “Geluk and Ng[11], Tang[27,28], and Ko and Tang[15] studied the asymptotic tail behavior of sums under some general dependence assumptions requiring that the random variables under consideration are negatively (or not too positively) dependent.”
Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables (2009, background): “For J. Geluk Department of Mathematics, The Petroleum Institute, P.O. Box 2533, Abu Dhabi, United Arab Emirates e-mail: jgeluk@pi.ac.ae Q. Tang ( ) Department of Statistics and Actuarial Science, The University of Iowa, 241 Schaeffer Hall, Iowa City, IA 52242, USA e-mail: qtang@stat.uiowa.edu two po”
Tail behavior of sums and differences of log-normal random variables (2013, background): “Numerous publications were devoted to tail estimates for sums or more general functions of dependent sub-exponential random variables (see [3,19,21,24,25, 35] and the references therein).”