Asymptotics of randomly weighted sums without moment conditions of random weights
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arXiv
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| Hauptverfasser: | , , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2026
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| _version_ | 1866915880059797504 |
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| author | Gao, Qingwu Konstantinides, Dimitrios G. Passalidis, Charalampos D. Wang, Yuebao Xu, Hui |
| author_facet | Gao, Qingwu Konstantinides, Dimitrios G. Passalidis, Charalampos D. Wang, Yuebao Xu, Hui |
| contents | In the paper, we investigate the asymptotic behaviors of the randomly weighted sums with upper tail asymptotically independent increments under new conditions without requiring moment assumptions on random weights.An application of the obtained results is established to asymptotically estimate for finite-time ruin probability in a discrete-time risk model. For the case of increments with regularly varying tails, we obtain more explicit results via an extension of Breiman's theorem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_23112 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Asymptotics of randomly weighted sums without moment conditions of random weights Gao, Qingwu Konstantinides, Dimitrios G. Passalidis, Charalampos D. Wang, Yuebao Xu, Hui Probability 62E20, 60G70, 62P05 In the paper, we investigate the asymptotic behaviors of the randomly weighted sums with upper tail asymptotically independent increments under new conditions without requiring moment assumptions on random weights.An application of the obtained results is established to asymptotically estimate for finite-time ruin probability in a discrete-time risk model. For the case of increments with regularly varying tails, we obtain more explicit results via an extension of Breiman's theorem. |
| title | Asymptotics of randomly weighted sums without moment conditions of random weights |
| topic | Probability 62E20, 60G70, 62P05 |
| url | https://arxiv.org/abs/2602.23112 |