Weak max-sum equivalence for dependent heavy-tailed random variables
نویسندگان
چکیده
This paper considers the real-valued random variables X1, . . . , Xn with corresponding distributions F1, . . . , Fn, such that X1, . . . , Xn admit some dependence structure and n(F1 + · · · + Fn) belongs to the class dominatedly varying-tailed distributions. The weak equivalence relations between the quantities P(Sn > x), P(max{X1, . . . , Xn} > x), P(max{S1, . . . , Sn} > x) and ∑n k=1 Fk(x), where Sk := X1 + · · · + Xk, are established when x → ∞. Some copula-based examples illustrate the results.
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