Brazilian Journal of Probability and Statistics, Vol. 35, No. 3 (2021), pp. 435-441 (7 pages) The aim of this note is to give an elegant proof of a result due to E. G. Olds which concerns the density ...
This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
In this article, the complete convergence for weighted sums of widely orthant dependent (WOD, in short) random variables without identical distribution is investigated. In addition, the complete ...