Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Uniform asymptotics for the tail probability of weighted sums with heavy
  tails   This paper studies the tail probability of weighted sums of the form
$\sum_{i=1}^n c_i X_i$, where random variables $X_i$'s are either independent
or pairwise quasi-asymptotical independent with heavy tails. Using
$h$-insensitive function, the uniform asymptotic equivalence of the tail
probabilities of $\sum_{i=1}^n c_iX_i$, $\max_{1\le k\le n}\sum_{i=1}^k c_iX_i$
and $\sum_{i=1}^n c_iX_i^+$ is established, where $X_i$'s are independent and
follow the long-tailed distribution, and $c_i$'s take value in a broad
interval. Some further uniform asymptotic results for the weighted sums of
$X_i$'s with dominated varying tails are obtained. An application to the ruin
probability in a discrete-time insurance risk model is presented.

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The categories of this paper are: eess
23
The categories of this paper are: solv-int
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The categories of this paper are: q-fin
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The categories of this paper are: math-ph
5
The categories of this paper are: gr-qc
6
The categories of this paper are: astro-ph
13
The categories of this paper are: quant-ph
7
The categories of this paper are: hep-th
20
The categories of this paper are: acc-phys
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The categories of this paper are: comp-gas
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The categories of this paper are: chem-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: q-bio
1
The categories of this paper are: cs
4
The categories of this paper are: cond-mat
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The categories of this paper are: supr-con