| 重尾分布类$\mathcal{D}\cap\mathcal{L}$中负相伴随机变量和的精确大偏差 |
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| 引用本文： | 汪世界$^{,}$,王文胜$^$.重尾分布类$\mathcal{D}\cap\mathcal{L}$中负相伴随机变量和的精确大偏差[J].华东师范大学学报(自然科学版),2009,2009(4):62-68. |
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| 作者姓名： | 汪世界$^{ }$ 王文胜$^$ |
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| 作者单位： | 1. 华东师范大学~~金融统计学院, 上海 200241; ;2. 安徽大学~~数学科学学院, 合肥 230039 ; |
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| 摘 要： | 利用重尾分布类$\mathcal{D}\cap\mathcal{L}$性质的刻画，得到了重尾分布类$\mathcal{D}\cap\mathcal{L}$中负相伴重尾随机变量和(随机和与非随机和)的精确大偏差， 而重尾分布类$\mathcal{D}\cap\mathcal{L}$是严格包含$\mathcal{C}$的，从而首次将现有的精确大偏差结果推广到更大的重尾分布子类上
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| 关 键 词： | 负相伴 一致变化尾 控制变化尾 长尾 精确大偏差 负相伴 一致变化尾 控制变化尾 长尾 精确大偏差 |
| 收稿时间： | 2008-7-2 |
| 修稿时间： | 2008-12-6 |
Precise large deviation for sums of negatively associated \\[5pt]heavy-tailed random variables in $\mathcal{D}\cap\mathcal{L |
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| WANG Shi-jie $^{,}$,WANG Wen-sheng$^.Precise large deviation for sums of negatively associated \\[5pt]heavy-tailed random variables in $\mathcal{D}\cap\mathcal{L[J].Journal of East China Normal University(Natural Science),2009,2009(4):62-68. |
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| Authors: | WANG Shi-jie $^{ }$ WANG Wen-sheng$^ |
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| Institution: | 1. {\it School of Finance and Statistics, East China Normal University, Shanghai} 200241, {\it China |
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| Abstract: | By using the characterization of heavy-tailed random variables in $\mathcal{D}\cap\mathcal{L}$, precise large deviations for sums (nonrandom sums and random sums) of negatively associated heavy-tailed random variables in $\mathcal{D}\cap\mathcal{L}$ were obtained, where the subclass $\mathcal{D}\cap\mathcal{L}$ strictly contains $\mathcal{C}$. Therefore, it firstly extends some existed precise large deviation results to some larger subclasses of heavy tailed distributions. |
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| Keywords: | negatively association consistently varying tail dominately varying tail long tail precise large deviation |
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