Title : ( Asymptotic Behavior of product of two heavy-tailed Dependent Random Variables )
Authors: vahid ranjbar yanehsari , Mohammad Amini , Abolghasem Bozorgnia ,
Full TextAbstract
Let emph{X} and emph{Y} be positive weakly negatively dependent (WND) random variables with finite expectations and continuous distribution functions emph{F} and emph{G} with heavy tails, respectively. The asymptotic behavior of the tail of distribution of emph{XY} is studied and some closure properties under some suitable conditions on bar{F}(x)=1-F(x) and bar{G}(x)=1-G(x) are provided. Moreover, subexponentiality of XY when X and Y are WND random variables is derived.
Keywords
, Weakly Negative Dependent, Heavy-Tailed, Asymptotic behavior.
@inproceedings{paperid:1011505,
author = {Ranjbar Yanehsari, Vahid and Amini, Mohammad and Bozorgnia, Abolghasem},
title = {Asymptotic Behavior of product of two heavy-tailed Dependent Random Variables},
booktitle = {هفتمین سمینار احتمال و فرآیندهای تصادفی},
year = {2009},
location = {اصفهان, IRAN},
keywords = {Weakly Negative Dependent; Heavy-Tailed;
Asymptotic behavior.},
}
%0 Conference Proceedings
%T Asymptotic Behavior of product of two heavy-tailed Dependent Random Variables
%A Ranjbar Yanehsari, Vahid
%A Amini, Mohammad
%A Bozorgnia, Abolghasem
%J هفتمین سمینار احتمال و فرآیندهای تصادفی
%D 2009
