IJPAM: Volume 101, No. 2 (2015)

ASYMPTOTICS OF TAIL PROBABILITY FOR MAXIMUM
WITH DEPENDENT SUBEXPONENTIAL
RANDOM VARIABLES

Xijun Liu$^1$, Chunyan Du$^2$
$^{1,2}$Foundation Department
The First Aeronautical College of Air Force
Hangkong Road, Xinyang, 464000, P.R. CHINA


Abstract. Let random variables $X_{1},X_{2},\cdots,X_{n}$ be dependent r.v.s on
$(-\infty,+\infty)$. This paper is concerned with the asymptotic behavior of tail probabilities of maximum for subexponential random variables, which develops the conclusion of [1].

Received: October 15, 2014

AMS Subject Classification: 62E20, 60E05

Key Words and Phrases: dependence, subexponential random variables, maximum, asymptotics

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DOI: 10.12732/ijpam.v101i2.7 How to cite this paper?

Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2015
Volume: 101
Issue: 2
Pages: 213 - 221


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