| 带有重尾分布的宽相依随机变量的随机加权和的精致大偏差 |
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| 引用本文： | 陈洋. 带有重尾分布的宽相依随机变量的随机加权和的精致大偏差[J]. 苏州科技学院学报(自然科学版), 2013, 0(4): 8-14 |
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| 作者姓名： | 陈洋 |
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| 作者单位： | 苏州科技学院数理学院,江苏苏州215009 |
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| 基金项目： | 国家自然科学基金天元基金资助项目（11226211）;江苏省自然科学基金资助项目（BK2012165） |
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| 摘 要： | 研究了同分布宽相依随机变量的随机加权和的精致大偏差,所考虑的宽相依不但包括一些负相依随机变量,还包含一些正相依以及其他相依随机变量.当随机变量的共同的分布F属于一致变换尾分布族时,得到了一个精致大偏差的估计,此结果推广了文献[1]的相应结果.
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| 关 键 词： | 渐近性 重尾分布 精致大偏差 宽相依结构 尾概率 |
Precise large deviation for randomly weighted sums of widely dependent random variables with heavy tails |
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| CHEN Yang. Precise large deviation for randomly weighted sums of widely dependent random variables with heavy tails[J]. Journal of University of Science and Technology of Suzhou, 2013, 0(4): 8-14 |
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| Authors: | CHEN Yang |
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| Affiliation: | CHEN Yang (School of Mathematics and Physics,SUST,Suzhou 215009, China) |
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| Abstract: | This paper studies the precise large deviation for randomly weighted sums of widely dependent random variables with common distribution. The wide dependence structures include negative dependence, positive de- pendence and other dependence structures. When the common distribution F of random variables belongs to the consistently variable tailed class, the asymptotic formula is obtained, which extends the results of Reference [1]. |
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| Keywords: | asymptotics heavy-tailed distribution precise large deviation wide dependence structure tail probability |
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