Cover Image

Tail behavior of randomly weighted sums with interdependent summands

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Konstantinides, Dimitrios G., Leipus, Remigijus, Passalidis, Charalampos D., Siaulys, Jonas
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Bivariate regular variation of randomly weighted sums revisited in the presence of interdependence
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Joint tail of randomly weighted sums under generalized quasi asymptotic independence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Asymptotics for aggregated interdependent multivariate subexponential claims with general investment returns
by: Chen, Zhangting, et al.
Published: (2025)

Heavy-tailed random vectros: theory and applications
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Closure properties and heavy tails: random vectors in the presence of dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Asymptotics of randomly weighted sums without moment conditions of random weights
by: Gao, Qingwu, et al.
Published: (2026)

Multivariate subexponentiality and interplay of insurance and financial risks in a renwal risk model
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Background risk model in presence of heavy tails under dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Random vectors in the presence of a single big jump
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

A new approach in two-dimensional heavy-tailed distributions
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Uniform asymptotics for a multidimensional renewal risk model with random number of delayed claims and multivariate subexponentiality
by: Konstantinides, Dimitrios G., et al.
Published: (2026)

Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Asymptotics for a nonstandard risk model with multivariate subexponential claims and constant interest force
by: Konstantinides, Dimitrios G., et al.
Published: (2026)

Closure properties in positively decreasing and related distributions under dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Multivariate strong subexponential distributions: properties and applications
by: Passalidis, Charalampos D.
Published: (2025)

Right-tail asymptotics for products of independent normal random variables
by: Chvoinikov, Džiugas, et al.
Published: (2026)

Lietuvos matematikų draugijos veikla2018–2021 metais
by: Remigijus Leipus
Published: (2021)

Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations
by: Konstantinides, Dimitrios G.
Published: (2025)

Asymptotic formulas for products of Poisson distributions
by: Chvoinikov, Džiugas, et al.
Published: (2026)

Ruin probability for renewal risk models with neutral net profit condition
by: Grigutis, Andrius, et al.
Published: (2023)

Estimates of stability with respect to the number of summands for distributions of successive sums of independent identically distributed vectors
by: Zaitsev, Andrei Yu.
Published: (2023)

Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables
by: Barber, Rina Foygel
Published: (2024)

Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
by: Hanbali, Hamza, et al.
Published: (2025)

Almost sure bounds for weighted sums of Rademacher random multiplicative functions
by: Atherfold, Christopher
Published: (2025)

On the positivity of some weighted partial sums of a random multiplicative function
by: Aymone, Marco
Published: (2024)

Tail bounds for sums of independent two-sided exponential random variables
by: Li, Jiawei, et al.
Published: (2021)

A sharper Lyapunov-Katz central limit error bound for i.i.d. summands Zolotarev-close to normal
by: Jonas, Lena, et al.
Published: (2025)

On tail behavior of infinite sums of independent indicators
by: Iksanov, Alexander, et al.
Published: (2026)

Large deviations for random hives and the spectrum of the sum of two random matrices
by: Narayanan, Hariharan, et al.
Published: (2021)

Tail distributions of cover times of once-reinforced random walks
by: Huang, Xiangyu, et al.
Published: (2025)

The location of high-degree vertices in weighted recursive graphs with bounded random weights
by: Lodewijks, Bas
Published: (2021)

Ergodic behavior of products of random positive operators
by: Ligonnière, Maxime
Published: (2023)

The value of random zero-sum games
by: Cosson, Romain, et al.
Published: (2026)

Diameter of uniform spanning trees on random weighted graphs
by: Makowiec, Luca, et al.
Published: (2023)

Percolation games on rooted, edge-weighted random trees
by: Karmakar, Sayar, et al.
Published: (2024)

Large-scale behavior of the partial duplication random graph
by: Hermann, Felix, et al.
Published: (2014)

Tail bounds for the Dyson series of random Schrödinger equations
by: Black, Adam, et al.
Published: (2025)

Sharp bounds on $p$-norms for sums of independent uniform random variables, $0 < p < 1$
by: Chasapis, Giorgos, et al.
Published: (2021)

On Sharpest Tail Bounds for Functions of Tail Bounded Random Variables
by: Harrison, Stephen Jordan
Published: (2026)