Let $\{S_n\}$ be the partial sums of a sequence of independent random variables and let $\{a_n\}$ be a nondecreasing, divergent real sequence. Necessary and sufficient conditions for $\lim ...
We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...
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