Zhang, Yi; Shen, Xinmei; Weng, Chengguo - In: Stochastic Processes and their Applications 119 (2009) 2, pp. 655-675
Consider the problem of approximating the tail probability of randomly weighted sums and their maxima, where {Xi,i=1} is a sequence of identically distributed but not necessarily independent random variables from the extended regular variation class, and {[Theta]i,i=1} is a sequence of...
