ABSTRACT: This paper investigates the asymptotic behavior of tail probability of randomly weighted sums of dependent and real-valued
random variables with dominated variation, where the weights form another sequence of nonnegative random variables. The result
we obtain extends the corresponding result of Wang and Tang.
Keywordsrandomly weighted sums–tail probability–dominated variation
Acta Mathematicae Applicatae Sinica 05/2012; 27(2):277-280. · 0.29 Impact Factor