Large deviations for sums of independent random variables with dominatedly varying tails |
| |
Authors: | Kong Fanchao Zhang Ying |
| |
Affiliation: | (1) Institutive of Mathematics and Computer Sciences, Anhui University, Hefei, 230039, China |
| |
Abstract: | In this paper the large deviation results for partial and random sums are proved, where {N(t); t ≥ 0} is a counting process of non-negative integer-valued random variables, and {X n ; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions. Supported by the Science Foundation of the Education Committee of Anhui Province(0505101). |
| |
Keywords: | heavy-tailed large deviation dominated variation |
本文献已被 CNKI 维普 万方数据 SpringerLink 等数据库收录! |
|