English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

The sums and maxima of weighted non-stationary random length sequences ofregularly varying random variables may have the same tail and extremal indices,Markovich and Rodionov (2020).  The main constraints are that there exists a unique series in a scheme ofseries with the minimum tail index, the tail of the term number is lighter thanthe tail of the terms and the weights are positive constants. These assumptionsare changed here: a bounded random number of series is allowed to have theminimum tail index, the tail of the term number may be heavier than the tail ofthe terms and the weights may be real-valued. Then we derive the tail andextremal indices of the weighted non-stationary random length sequences underthe new assumptions.

Weighted maxima and sums of non-stationary random length sequences in heavy-tailed models