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math.PR2010
Tail Behavior of Randomly Weighted Sums
Rajat Subhra Hazra, Krishanu Maulik
Let be a sequence of identically distributed and pairwise asymptotically independent random variables with regularly varying tails and be a…
math.PR2010★ 6 cited
Free subexponentiality
Rajat Subhra Hazra, Krishanu Maulik
In this article, we introduce the notion of free subexponentiality, which extends the notion of subexponentiality in the classical probability setup to the noncommutative probabili…