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 ...
This is a preview. Log in through your library . Abstract Let ε₁, ...., εn be independent identically distributed Rademacher random variables, that is ℙ{εi = ±1} = 1/2. Let Sn = a₁ε₁ + ... + anεn, ...
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