Asymptotic formulas for the left truncatedmoments of sums with consistently varyingdistributed increments
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| Format: | Artículo científico |
| Language: | en |
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Vilniaus Universitetas
2021
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| _version_ | 1876451805274046464 |
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| author | Jonas Sprindys |
| author_facet | Jonas Sprindys |
| contents | Asymptotic formulas for the left truncatedmoments of sums with consistently varyingdistributed increments Jonas Sprindys Jonas Šiaulys Matemáticas heavy tail tail moment truncated moment Sum of random variables asymptotic independence In this paper, we consider the sumSξn=ξ1+···+ξnof possibly dependentand nonidentically distributed real-valued random variablesξ1,...,ξnwith consistently varyingdistributions. By assuming that collection{ξ1,...,ξn}follows the dependence structure, similarto the asymptotic independence, we obtain the asymptotic relations forE((Sξn)α1{Sξn>x})andE((Sξn−x)+)α, whereαis an arbitrary nonnegative real number. The obtained results haveapplications in various fields of applied probability, including risk theory and random walks. 2021 artículo científico 1392-5113 https://www.redalyc.org/articulo.oa?id=694173172011 https://www.redalyc.org/journal/6941/694173172011/ https://www.redalyc.org/journal/6941/694173172011/html/ https://www.redalyc.org/journal/6941/694173172011/694173172011.epub https://www.redalyc.org/journal/6941/694173172011/movil https://doi.org/210.15388/namc.2021.26.24608 en http://www.redalyc.org/revista.oa?id=6941 Nonlinear Analysis: Modelling and Control application/pdf Vilniaus Universitetas Nonlinear Analysis: Modelling and Control (Lituania) Num.6 Vol.26 |
| format | Artículo científico |
| id | redalyc_694173172011 |
| institution | Redalyc |
| language | en |
| publishDate | 2021 |
| publisher | Vilniaus Universitetas |
| spellingShingle | Asymptotic formulas for the left truncatedmoments of sums with consistently varyingdistributed increments Jonas Sprindys Matemáticas heavy tail tail moment truncated moment Sum of random variables asymptotic independence Asymptotic formulas for the left truncatedmoments of sums with consistently varyingdistributed increments Jonas Sprindys Jonas Šiaulys Matemáticas heavy tail tail moment truncated moment Sum of random variables asymptotic independence In this paper, we consider the sumSξn=ξ1+···+ξnof possibly dependentand nonidentically distributed real-valued random variablesξ1,...,ξnwith consistently varyingdistributions. By assuming that collection{ξ1,...,ξn}follows the dependence structure, similarto the asymptotic independence, we obtain the asymptotic relations forE((Sξn)α1{Sξn>x})andE((Sξn−x)+)α, whereαis an arbitrary nonnegative real number. The obtained results haveapplications in various fields of applied probability, including risk theory and random walks. 2021 artículo científico 1392-5113 https://www.redalyc.org/articulo.oa?id=694173172011 https://www.redalyc.org/journal/6941/694173172011/ https://www.redalyc.org/journal/6941/694173172011/html/ https://www.redalyc.org/journal/6941/694173172011/694173172011.epub https://www.redalyc.org/journal/6941/694173172011/movil https://doi.org/210.15388/namc.2021.26.24608 en http://www.redalyc.org/revista.oa?id=6941 Nonlinear Analysis: Modelling and Control application/pdf Vilniaus Universitetas Nonlinear Analysis: Modelling and Control (Lituania) Num.6 Vol.26 |
| title | Asymptotic formulas for the left truncatedmoments of sums with consistently varyingdistributed increments |
| topic | Matemáticas heavy tail tail moment truncated moment Sum of random variables asymptotic independence |
| url | https://www.redalyc.org/articulo.oa?id=694173172011 https://www.redalyc.org/journal/6941/694173172011/ https://www.redalyc.org/journal/6941/694173172011/html/ https://www.redalyc.org/journal/6941/694173172011/694173172011.epub https://www.redalyc.org/journal/6941/694173172011/movil https://doi.org/210.15388/namc.2021.26.24608 |