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- W4302016065 abstract "Abstract The sums and maxima of weighted non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraints are that there exists a unique series in a scheme of series with the minimum tail index, the tail of the term number is lighter than the tail of the terms and the weights are positive constants. These assumptions are changed here: a bounded random number of series is allowed to have the minimum tail index, the tail of the term number may be heavier than the tail of the terms and the weights may be real-valued. Then we derive the tail and extremal indices of the weighted non-stationary random length sequences under the new assumptions. PACS 60G70 62G32" @default.
- W4302016065 created "2022-10-06" @default.
- W4302016065 creator A5017277764 @default.
- W4302016065 date "2022-10-05" @default.
- W4302016065 modified "2023-10-17" @default.
- W4302016065 title "Weighted Maxima and Sums of Non-stationary Random Length Sequences in Heavy-tailed Models" @default.
- W4302016065 doi "https://doi.org/10.21203/rs.3.rs-2121299/v1" @default.
- W4302016065 hasPublicationYear "2022" @default.
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