The Canadian Journal of Statistics / La Revue Canadienne de Statistique We study the behavior of the tail probabilities of weighted averages of certain independently and identically distributed random ...
Vol. 18, Analytic and Geometric Stochastics: Papers in Honour of G. E. H. Reuter (Dec., 1986), pp. 73-85 (13 pages) A construction due to Asmussen and Jacobsen is generalised so as to produce ...
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