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Smoothing effect of Compound Poisson approximation to distribution of weighted sums
characteristic function concentration function compound Poisson distribution Kolmogorov norm weighted random variables.
2013/4/27
The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated.
Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights...
Let $\{X_t, t \geq 1\}$ be a sequence of identically distributed and pairwise asymptotically independent random variables with regularly varying tails and $\{ \Theta_t, t\geq1 \}$ be a sequence of pos...
Applications of the weak l(p) exponential inequalities to the laws of large numbers for weighted sums
Applications of the weak l(p) exponential inequalities the laws of large numbers
2009/9/23
Applications of the weak l(p) exponential inequalities to the laws of large numbers for weighted sums。
LIMITING BEHAVIOR OF WEIGHTED SUMS OF HEAVY-TAILED RANDOM VECTORS AND APPLICATIONS
Generalized domains of semistable attraction operator semistable laws laws of the iterated logarithm
2009/9/21
We present an integral test to determine the limiting
behavior of weighted sums of i.i.d. Rd-valued random vectors belonging
to the (generalized) domain of operator semistable attraction of
some no...
Asymptotic results for empirical measures of weighted sums of independent random variables
Asymptotic results empirical measures weighted sums independent random variables
2009/3/27
We investigate the asymptotic behavior of weighted sums of independent standardized random variables with uniformly bounded third moments. The sequence of weights is given by a family of rectangular m...
Asymptotic results for empirical measures of weighted sums of independent random variables
Asymptotic results empirical measures independent random variables
2009/3/23
We investigate the asymptotic behavior of weighted sums of independent standardized random variables with uniformly bounded third moments. The sequence of weights is given by a family of rectangular m...
Conditioned limit theorems for weighted sums of random sequence
Jamison type weighted sums stability conditionally dominated random sequence
2010/9/10
Some notions of conditionally dominated random variables are introduced and characterized, Under rather minimal assumptions on random variables {X,Xn, n ≥ 1}, some limit theorems of Jamison’s type of ...
Convergence of Jamison-Type Weighted Sums of Pairwise Negatively Quadrant Dependent Random Variables
pairwise NQD sequence weighted sum
2007/12/10
Under very general weight function, we discuss the convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent (NQD) r.v.'s. The results on i.i.d. setting of [3] and [1] are ex...