Chen, Yiqing; Ng, Kai W.; Xie, Xiangsheng - In: Statistics & Probability Letters 76 (2006) 10, pp. 971-975
Consider the randomly weighted sums , n=1,2,..., where {Xk,k=1,2,...} is a sequence of independent real-valued random variables with common distribution F, whose right tail is regularly varying with exponent -[alpha]0, and {[theta]k,k=1,2,...} is a sequence of positive random variables,...