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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

$$S_n  - ES_n  = sumlimits_{i = 1}^n {X_i }  - sumlimits_{i = 1}^n {EX_i ,n geqslant 1;S(t) - ES(t) = sumlimits_{i = 1}^{N(t)} {X_i  - E} left( {sumlimits_{i = 1}^{N(t)} {X_i } } right)} ,t geqslant 0$$
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
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