Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails

Xinmei Shen and Zhengyan Lin

Statistics & Probability Letters, 2008, vol. 78, issue 18, 3222-3229

Abstract: Let {Xk,k>=1} be a sequence of negatively dependent random variables with common distribution F and mean 0. Suppose that is positive for all x and consistently varying as x-->[infinity]. Let {[theta]k,k>=1} be another sequence of random variables independent of {Xk,k>=1} satisfying P(a =1. The paper investigates large deviations for the randomly weighted sums.

Date: 2008
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