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Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments |
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| Authors: | Kaiyong Wang Jinguan Lin Yang Yang |
| Institution: | 1. School of Mathematics and Physics, Suzhou University of Science and Technology, Suzhou, China;2. Department of Mathematics, Southeast University, Nanjing, Chinabeewky@163.com;4. Department of Mathematics, Southeast University, Nanjing, China;5. School of Economics and Management, Southeast University, Nanjing, China;6. School of Mathematics and Statistics, Nanjing Audit University, Nanjing, China |
| Abstract: | This article obtains the asymptotics for the tail probability of random sums, where the random number and the increments are all heavy tailed, and the increments follow a certain wide dependence structure. This dependence structure can contain some commonly used negatively dependent random variables as well as some positively dependent random variables. |
| Keywords: | Random sums Heavy-tailed number Wide dependence structure asymptotics |