Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables

Abstract

Abstract This paper investigates the asymptotic behavior of the tail probability of a weighted infinite sum of random variables with consistently varying tails under two conditional dependence structures. The obtained results extend and improve the existing results of Bae and Ko (J. Korean Stat. Soc. 46:321–327, 2017).

Keywords

• Asymptotic tail probability
• Weighted infinite sum
• Conditional dependence
• Consistent variation