Cover Image

Asymptotics of randomly weighted sums without moment conditions of random weights

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Gao, Qingwu, Konstantinides, Dimitrios G., Passalidis, Charalampos D., Wang, Yuebao, Xu, Hui
Format:	Preprint
Published:	2026
Subjects:	Probability 62E20, 60G70, 62P05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions
by: Arab, Idir, et al.
Published: (2024)

The envelope of a complex Gaussian random variable
by: Ghosal, Sattwik, et al.
Published: (2023)

Linear combination of bilateral gamma random variables: distributional theory and approximations
by: Barman, Kalyan, et al.
Published: (2026)

Cluster size distributions of discrete random fields
by: Cheng, Dan, et al.
Published: (2026)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
by: Belzile, Léo R., et al.
Published: (2025)

On the dependence between a Wiener process and its running maxima and running minima processes
by: Dąbrowski, Karol, et al.
Published: (2021)

A note on the equivalence between the conditional uncorrelation and the independence of random variables
by: Jaworski, Piotr, et al.
Published: (2022)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025)

Insights into Tail-Based and Order Statistics
by: Almani, Hamidreza Maleki
Published: (2025)

Deconvolution of Arbitrary Distribution Functions and Densities
by: Kaiser, Henrik
Published: (2025)

Statistical Inference for Quasi-Infinitely Divisible Distributions via Fourier Methods
by: Panov, Vladimir, et al.
Published: (2025)

Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
by: Flores-Silva, Daniela I., et al.
Published: (2025)

Set-valued conditional functionals of random sets
by: Fissler, Tobias, et al.
Published: (2025)

Exact formula for the 2-marginal second moment function of the multidimensional symmetric Markov random flight
by: Kolesnik, Alexander D.
Published: (2026)

Asymptotic theory for the likelihood-based block maxima method in time series
by: Carl, David L., et al.
Published: (2025)

The Gaussian central limit theorem for a stationary time series with infinite variance
by: Matsui, Muneya, et al.
Published: (2025)

Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
by: Barman, Kalyan, et al.
Published: (2024)

Asymptotic Expansions for High-Frequency Option Data
by: Chong, Carsten H., et al.
Published: (2023)

Asymptotic Normality of Chatterjee's Rank Correlation
by: Kroll, Marius
Published: (2024)

On the Poisson approximation of random diagonal sums of Bernoulli matrices
by: Roos, Bero
Published: (2024)

Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)

Estimating Changepoints in Extremal Dependence, Applied to Aviation Stock Prices During COVID-19 Pandemic
by: Hazra, Arnab, et al.
Published: (2023)

Parametric Estimation of Tempered Stable Laws
by: Massing, Till
Published: (2023)

Accurate Bayesian inference for tail risk extrapolation in time series
by: Carl, David L., et al.
Published: (2025)

Strong Convergence of Peaks Over a Threshold
by: Padoan, Simone A., et al.
Published: (2023)

Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
by: Bhar, Suprio, et al.
Published: (2023)

Asymptotic independence in higher dimensions and its implications on risk management
by: Das, Bikramjit, et al.
Published: (2024)

Adaptive Thresholds for Monitoring and Screening in Imbalanced Samples: Optimality and Boosting Sensitivity
by: Steland, Ansgar
Published: (2025)

Deconvolution of distribution functions without integral transforms
by: Kaiser, Henrik
Published: (2025)

The limit joint distributions of some statistics used in testing the quality of random number generators
by: Savelov, M. P.
Published: (2025)

A remark on the comparison of the sum and the maximum of positive random variables
by: Okamura, Kazuki
Published: (2026)

Random Modulation with Spherical Symmetry
by: Bagyan, Armine, et al.
Published: (2025)

Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac
by: Olenko, Andriy, et al.
Published: (2026)

Some limit theorems for locally stationary Hawkes processes
by: Deschatre, Thomas, et al.
Published: (2025)

Nonparametric Estimation via Expected Order Statistics
by: Lando, Tommaso, et al.
Published: (2026)

A completion of counterexamples to the classical central limit theorem for pair- and triplewise independent and identically distributed random variables
by: Raič, Martin
Published: (2025)

Measuring and testing tail equivalence
by: Koike, Takaaki, et al.
Published: (2024)

Marginals of the planar symmetric Markov random flight on long time intervals behave like the Goldstein-Kac telegraph process
by: Kolesnik, Alexander D.
Published: (2025)

Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
by: Mazhar, Othmane, et al.
Published: (2026)

A Simplified Condition For Quantile Regression
by: Peng, Liang, et al.
Published: (2025)