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- W3038604893 abstract "In this chapter, we will consider infinite weighted sums of i.i.d. regularly varying random vectors. We will provide conditions on the weights, possibly random and possibly dependent of the summands, to ensure the existence and the regular variation of the sum of the series. This will be the main result of the chapter, Theorem 4.1.2. We will apply it to series with deterministic weights and random sums. The results of this chapter will be useful to study certain models in Part III. Throughout this chapter, (left| cdot right| ) denotes an arbitrary norm on (mathbb {R}^d) and (left| cdot right| ) the associated matrix norm." @default.
- W3038604893 created "2020-07-10" @default.
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- W3038604893 date "2020-01-01" @default.
- W3038604893 modified "2023-10-01" @default.
- W3038604893 title "Regular variation of series and random sums" @default.
- W3038604893 doi "https://doi.org/10.1007/978-1-0716-0737-4_4" @default.
- W3038604893 hasPublicationYear "2020" @default.
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