排序方式: 共有19条查询结果,搜索用时 15 毫秒
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??In this paper, by applying the moment inequality for asymptotically almost negatively associated (AANA, in short) random sequence and truncated method, the equivalent conditions of complete moment convergence of the maximum partial for weighted sums of AANA random variables are obtained without assumptions of identical distribution, which generalize and improve the corresponding ones of{15},{16} and {17}, respectively. 相似文献
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Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory 总被引:1,自引:0,他引:1
WANG Dingcheng~ SU Chun~ & ZENG Yong~ . School of Management School of Applied Mathematics University of Electronic Science Technology of China Chengdu China . Department of Statistics Finance University of Science Technology of China Hefei China 《中国科学A辑(英文版)》2005,48(10):1379-1394
This paper obtains the uniform estimate for maximum of sums of independent and heavy-tailed random variables with nonnegative random weights,which can be arbi- trarily dependent of each other.Then the applications to ruin probabilities in a discrete time risk model with dependent stochastic returns are considered. 相似文献
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Let X1,X2,... be a sequence of i.i.d. random variables and let X(1),X(2),... be the associatedrecord value sequence. We focus on the asymptotic distributions of sums of records, Tn=∑nk=1X(k), forX1 ∈ LN(γ). In this case, we find that 2 is a strange point for parameter γ. When γ> 2, Tn is asymptoticallynormal, while for 2 >γ> 1, we prove that Tn cannot converge in distribution to any non-degenerate lawthrough common centralizing and normalizing and log Tn is asymptotically normal. 相似文献
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血清钙、镁和微量元素与冠心病 总被引:3,自引:1,他引:3
综述了钙、镁和微量元素在动脉粥样硬化、冠心病(包括冠状动脉痉挛)研究的相关报道,以进一步研究钙、镁和微量元素与冠状动脉痉挛的关系。 相似文献
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提出了以单轴晶体材料为包层,光轴平行于光栅主轴(z轴)的新型啁啾光纤光栅模型,应用耦合模理论和传输矩阵方法在理论上分析了该类光纤光栅中的电光效应和弹光效应,理论研究发现在包层施加沿光栅轴向的电场和应变场可以改变布拉格波长和反射谱。得到了3种不同单轴晶体为包层时布拉格波长λB和反射光谱随外加电场和应变场变化的曲线。研究结果表明当轴向外加电场从1×107V/m变化到8×107V/m时λB减小0.12nm,当外加应变场从0变化到0.04时,λB减小0.45nm。 相似文献
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In this study, we investigate the tail probability of the discounted aggregate claim sizes in a dependent risk model. In this model, the claim sizes are observed to follow a one-sided linear process with independent and identically distributed innovations. Investment return is described as a general stochastic process with c`adl`ag paths. In the case of heavy-tailed innovation distributions, we are able to derive some asymptotic estimates for tail probability and to provide some asymptotic upper bounds to improve the applicability of our study. 相似文献
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在城镇化全球规模的历史趋势和中国城市发展与城镇化历程及其特点分析的基础上,围绕城市岩土工程与地质环境系统,讨论了地质环境与城市规划、城市地下空间利用、城市生态与环境安全等领域工程地质研究发展的思路,强调了地质基础研究与多学科多源知识融合、多种技术集成的创新发展途径。 相似文献
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In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process Xn =-μ ∞∑j=-∞ψn-jεj, where {ε, εn; -∞< n < ∞}is a sequence of independent, identically distributed random variables with zero mean, μ>0 is a constant and the coefficients {ψi;-∞< i <∞} satisfy 0 <∞∑j=-∞|jψj| <∞. Under the conditions that the distribution function of |ε| has dominated variation and ε satisfies certain tail balance conditions, the asymptotic behavior of P{supn≥0(-nμ ∞∑j=-∞εjβnj) > x}is discussed. Then the result is applied to ultimate ruin probability. 相似文献