Asymptotics for the joint tail probability of bidimensional randomly weighted sums of dependent and heavy-tailed random variables

Key Points

• The joint tail probability of heavy-tailed random variables is analyzed, revealing significant dependencies.
• Results indicate that asymptotic behavior can be characterized under specific conditions of dependence.
• Assessment involved developing a framework for bidimensional randomly weighted sums in probability theory.
• Findings may enable better understanding of the behavior of heavy-tailed dependent variables in various applications.