Asymptotics for Weighted Random Sums

Let { X i } be a sequence of independent, identically distributed random variables with an intermediate regularly varying right tail F ̄. Let ( N , C 1 , C 2 ,…) be a nonnegative random vector independent of the { X i } with N ∈ℕ∪ {∞}. We study the weighted random sum S N =∑ { i =1} N C i X i , and ... View More