Authors: L V Rozovsky
Publish Date: 2011/06/22
Volume: 176, Issue: 2, Pages: 224-231
Abstract
Let X j be iid positive random variables and let λ j be a sequence of nonnegative nonincreasing numbers We continue to examine conditions under which the log Laplace transform of sumlimits j geqslant 1 lambda j X j has a closed form of asymptotics at infinity The behavior of mathop sup limits j geqslant 1 lambda jX j is also studied Bibliography 14 titles
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