Asymptotic Behavior of Product of Two Heavy-tailed Dependent Random Variables

被引：0

作者：

Vahid RANJBAR ^{[1
]}

Mohammad AMINI ^{[2
]}

Jaap GELUK ^{[3
]}

Abolghasem BOZORGNIA ^{[2
]}

机构：

[1] Department of Statistics,Faculty of Sciences,Golestan University

[2] Department of Statistics,Ordered and Spatial Data Center of Excellence,Ferdowsi University of Mashhad

来源：

Acta Mathematica Sinica,English Series | 2013年 / 02期

关键词：

Weakly negative dependent; heavy-tailed; asymptotic behavior;

D O I：

暂无

中图分类号：

O211.5 [随机变量];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let X and Y be positive weakly negatively dependent(WND)random variables with finite expectations and continuous distribution functions F and G with heavy tails, respectively. The asymptotic behavior of the tail of distribution of XY is studied and some closure properties under some suitable conditions on ˉ F(x)= 1 F(x)and ˉ G(x)= 1 G(x)are provided. Moreover, subexponentiality of XY when X and Y are WND random variables is derived.

引用

页码：355 / 364

页数：10

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