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1.
We investigate the precise large deviations of random sums of negatively dependent random variables with consistently varying tails. We find out the asymptotic behavior of precise large deviations of random sums is insensitive to the negative dependence. We also consider the generalized dependent compound renewal risk model with consistent variation, which including premium process and claim process, and obtain the asymptotic behavior of the tail probabilities of the claim surplus process. 相似文献
2.
In this article, we obtain the large deviations and moderate deviations for negatively dependent (ND) and non-identically distributed random variables defined on (-∞, +∞). The results show that for some non-identical random variables, precise large deviations and moderate deviations remain insensitive to negative dependence structure. 相似文献
3.
In this paper, we obtain the moment conditions for the supermun of normed sums of ρ~--mixing random variables by using the Rosenthal-type inequality for Maximum partial sums of ρ~--mixing random variables. The result obtained generalize the results of Chen(2008) and extend those to negatively associated sequences and ρ~--mixing random variables. 相似文献
4.
By using Rosenthal type moment inequality for extended negatively dependent random variables, we establish the equivalent conditions of complete convergence for weighted sums of sequences of extended negatively dependent random variables under more general conditions. These results complement and improve the corresponding results obtained by Li et al.(Li D L, RAO M B, Jiang T F, Wang X C. Complete convergence and almost sure convergence of weighted sums of random variables. J. Theoret. Probab., 1995, 8: 49–76) and Liang(Liang H Y. Complete convergence for weighted sums of negatively associated random variables. Statist.Probab. Lett., 2000, 48: 317–325). 相似文献
5.
Ji Gao Yan 《数学学报(英文版)》2018,34(10):1501-1516
In this paper,the complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables are investigated.Some sufficient conditions for the convergence are provided.In addition,the Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of extended negatively dependent random variables is obtained.The results obtained in the article extend the corresponding ones for independent random variables and some dependent random variables. 相似文献
6.
Zhong Gen Su 《数学学报(英文版)》2008,24(6):971-982
The author considers the largest eigenvaiues of random matrices from Gaussian unitary ensemble and Laguerre unitary ensemble, and the rightmost charge in certain random growth models. We obtain some precise asymptotics results, which are in a sense similar to the precise asymptotics for sums of independent random variables in the context of the law of large numbers and complete convergence. Our proofs depend heavily upon the upper and lower tail estimates for random matrices and random growth models. The Tracy-Widom distribution plays a central role as well. 相似文献
7.
In this paper, we discuss the complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables. By applying moment inequality and truncation methods, the sufficient conditions of complete convergence of weighted sums for arrays of rowwise m-negatively associated random variables are established. These results generalize and complement some known conclusions. 相似文献
8.
TANG Xiao-feng 《数学季刊》2014,(2):195-202
Some probability inequalities are established for extended negatively dependent (END) random variables. The inequalities extend some corresponding ones for negatively associated random variables and negatively orthant dependent random variables. By using these probability inequalities, we further study the complete convergence for END random variables. We also obtain the convergence rate O(n-1/2 ln1/2 n) for the strong law of large numbers, which generalizes and improves the corresponding ones for some known results. 相似文献
9.
行为NA的随机变量阵列加权和的完全收敛性 总被引:1,自引:0,他引:1
In this paper we obtain theorems of complete convergence for weighted sums of arrays of rowwise negatively associated (NA) random variables. These results improve and extend the corresponding results obtained by Sung (2007), Wang et al. (1998) and Li et al. (1995) in independent sequence case. 相似文献
10.
Complete and complete moment convergence for weighted sums of widely orthant dependent random variables 总被引:1,自引:0,他引:1
In this paper, we establish a complete convergence result and a complete moment convergence result for weighted sums of widely orthant dependent random variables under mild conditions. As corollaries, the corresponding results for weighted sums of extended negatively orthant dependent random variables are also obtained, which generalize and improve the related known works in the literature. 相似文献
11.
Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation 总被引:5,自引:0,他引:5
The study of precise large deviations for random sums is an important topic in insurance and finance. In this paper, we extend
recent results of Tang (Electron J Probab 11(4):107–120, 2006) and Liu (Stat Probab Lett 79(9):1290–1298, 2009) to random sums in various situations. In particular, we establish a precise large deviation result for a nonstandard renewal
risk model in which innovations, modelled as real-valued random variables, are negatively dependent with common consistently-varying-tailed
distribution, and their inter-arrival times are also negatively dependent. 相似文献
12.
We investigate precise large deviations for heavy-tailed random sums. We prove a general asymptotic relation in the compound
renewal risk model for consistently varying-tailed distributions. This model was introduced in [Q. Tang, C. Su, T. Jiang,
and J.S. Zang, Large deviation for heavy-tailed random sums in compound renewal model, Stat. Probab. Lett., 52:91–100, 2001] as a more practical risk model. The proof is based on the inequality found in [D. Fuk and S.V. Nagaev,
Probability for sums of independent random variables, Theory Probab. Appl., 16:600–675, 1971]. 相似文献
13.
??In this paper, precise large deviations of nonnegative,
non-identical distributions and negatively associated random variables are investigated.
Under certain conditions, the lower bound of the precise large deviations for the
non-random sum is solved and the uniformly asymptotic results for the corresponding
random sum are obtained. At the same time, we deeply discussed the compound renewal
risk model, in which we found that the compound renewal risk model can be equivalent
to renewal risk model under certain conditions. The relative research results of
precise large deviations are applied to the more practical compound renewal risk model,
and the theoretical and practical values are verified. In addition, this paper also
shows that the impact of this dependency relationship between random variables to
precise large deviations of the final result is not significant. 相似文献
14.
In this paper, we establish strong laws for weighted sums of identically distributed negatively associated random variables.
Marcinkiewicz-Zygmund’s strong law of large numbers is extended to weighted sums of negatively associated random variables.
Furthermore, we investigate various limit properties of Cesàro’s and Riesz’s sums of negatively associated random variables.
Some of the results in the i.i.d. setting, such as those in Jajte (Ann. Probab. 31(1), 409–412, 2003), Bai and Cheng (Stat. Probab. Lett. 46, 105–112, 2000), Li et al. (J. Theor. Probab. 8, 49–76, 1995) and Gut (Probab. Theory Relat. Fields 97, 169–178, 1993) are also improved and extended to the negatively associated setting.
相似文献
15.
V. V. Petrov 《Journal of Mathematical Sciences》2006,133(3):1342-1344
Almost sure estimates of the growth of sums of nonnegative random variables are established. A generalization of author's
result on the growth of sums of the indicators of arbitrary events is obtained. Bibliography: 10 titles.
__________
Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 237–241. 相似文献
16.
A. N. Frolov 《Journal of Mathematical Sciences》2009,159(3):376-383
We derive logarithmic asymptotics for probabilities of large deviations for compound Cox processes. We show that under appropriate
conditions, these asymptotics are the same as those for sums of independent random variables and processes with independent
increments. When these conditions fail, the asymptotics of large deviations probabilities for compound Cox processes are quite
different. Bibliography: 5 titles.
Translated from Zapiski Nauehnykh, Seminarov POMI, Vol. 361, 2008, pp. 167–181. 相似文献
17.
Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications 总被引:1,自引:0,他引:1
In this paper, we establish some Rosenthal type inequalities for maximum partial sums of asymptotically almost negatively
associated random variables, which extend the corresponding results for negatively associated random variables. As applications
of these inequalities, by employing the notions of residual Cesàro α-integrability and strong residual Cesàro α-integrability,
we derive some results on L
p convergence where 1 < p < 2 and complete convergence. In addition, we estimate the rate of convergence in Marcinkiewicz-Zygmund strong law for partial
sums of identically distributed random variables. 相似文献
18.
A contribution to large deviations for heavy-tailed random sums 总被引:22,自引:0,他引:22
In this paper we consider the large deviations for random sums
, whereX
n,n⩾1 are independent, identically distributed and non-negative random variables with a common heavy-tailed distribution function
F, andN(t), t⩾0 is a process of non-negative integer-valued random variables, independent ofX
n,n⩾1. Under the assumption that the tail of F is of Pareto’s type (regularly or extended regularly varying), we investigate what
reasonable condition can be given onN(t), t⩾0 under which precise large deviation for S( t) holds. In particular, the condition we obtain is satisfied for renewal counting
processes. 相似文献
19.
We give a shorter proof of Kanter’s (J. Multivariate Anal. 6, 222–236, 1976) sharp Bessel function bound for concentrations of sums of independent symmetric random vectors. We provide
sharp upper bounds for the sum of modified Bessel functions I0(x) + I1(x), which might be of independent interest. Corollaries improve concentration or smoothness bounds for sums of independent
random variables due to Čekanavičius & Roos (Lith. Math. J. 46, 54–91, 2006); Roos (Bernoulli, 11, 533–557, 2005), Barbour & Xia (ESAIM Probab. Stat. 3, 131–150, 1999), and Le Cam (Asymptotic Methods in Statistical Decision Theory. Springer, Berlin Heidelberg New York, 1986).
相似文献
20.
华志强 《纯粹数学与应用数学》2015,(4):360-366
从保险的实际出发,研究服从长尾分布族(L族)上的多元风险模型中随机变量序列的部分和的精确大偏差,其中假设随机变量序列是一列延拓负相依(END)的、同分布的随机变量序列,利用基于求L族的精确大偏差的方法得到了随机变量部分和的渐近下界. 相似文献