Proceedings of the American Mathematical Society, Vol. 126, No. 4 (Apr., 1998), pp. 1181-1189 (9 pages) The aim of this paper is to investigate the properties of the maximum of partial sums for a ...

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...