LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES

M-negatively associated random variables,which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its par- ticular case,are introduced and studied.Large deviation principles and moderate devi- ation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.     

α-混合列强稳定等价条件

本文讨论了α-混合序列的等价条件，对混合速度要求低，改进了相关结果．     

ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES

This article considers a risk model as in Yuen et al. (2002). Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is derived for the distribution of the surplus immediately before ruin, for the distribution of the surplus immediately after ruin and the joint distribution of the surplus immediately before and after ruin. The asymptotic property of these ruin functions is also investigated.     

ψ-混合序列的强大数律

对ψ混合序列，该文得到了强大数律成立的一个必要条件，且对混合速度无任何限制．     

α—混合情形非参数密度估计的重对数律

当样本X1，…，Xn,…，是α-混合时，建立了三角数组的重对数律和Rosenblatt-Parzen核估计的重对数律。