Sarmanov相依随机变量随机加权和的渐近估计

摘要

文章考虑Sarmanov分布的随机变量序列{(Xi,Yi),i≥1}的随机加权和(∑i=1 n θiXi,∑j=1 n θjYj)尾概率的渐近估计问题,所得结果推广了一维随机变量加权和渐近估计结果.%This paper considers asymptotic estimate for the randomly weighted sums (∑i=1 θiXi,∑j=1 θjYj),where{(Xi,Yi),i≥1} follows a bivariate Sarmanov distribution. The obtained results extend the corresponding results for one dimension random variables.