Title : ( Asymptotic Behavior of Convolution of Dependent Random Variables with Heavy-Tailed Distributions )
Authors: vahid ranjbar yanehsari , Mohammad Amini , Abolghasem Bozorgnia ,
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Abstract
In this paper, we study the asymptotic behavior of the tail of sum two random variables in a dependent framework; where random variables are two positive heavy-tailed random variables with continuous joint and common marginal distribution functions and for some classes of heavy-tailed distributions, we obtain some bounds and convolution properties.
Keywords
, Weakly Negative Dependence, (WND), Negative Quadratic Dependent (NQD), Heavy-Tailed, Long-Tailed, Asymptotic behavior.
@article{paperid:1011490,
author = {Ranjbar Yanehsari, Vahid and Amini, Mohammad and Bozorgnia, Abolghasem},
title = {Asymptotic Behavior of Convolution of Dependent Random Variables with Heavy-Tailed Distributions},
journal = {Thai Journal of Mathematics},
year = {2009},
volume = {7},
number = {1},
month = {July},
issn = {1686-0209},
pages = {21--34},
numpages = {13},
keywords = {Weakly Negative Dependence; (WND); Negative Quadratic Dependent (NQD); Heavy-Tailed;
Long-Tailed; Asymptotic behavior.},
}
%0 Journal Article
%T Asymptotic Behavior of Convolution of Dependent Random Variables with Heavy-Tailed Distributions
%A Ranjbar Yanehsari, Vahid
%A Amini, Mohammad
%A Bozorgnia, Abolghasem
%J Thai Journal of Mathematics
%@ 1686-0209
%D 2009
