| 上尾渐近独立随机变量和的大偏差的渐近下界(英文) |
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| 引用本文： | 华志强,杨少华,陈丽莹.上尾渐近独立随机变量和的大偏差的渐近下界(英文)[J].数学杂志,2014,34(1):58-64. |
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| 作者姓名： | 华志强 杨少华 陈丽莹 |
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| 作者单位： | 内蒙古民族大学数学学院;阜阳师范学院数学与计算科学学院 |
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| 基金项目： | Supported by the Natural Science Fund of Inner Mongolia University for the Nationalities(NMD1227);the Anhui Natural Science Fund for Institutions of Higher Education(KJ2010B431);the Construction Fund for National Feature Specialty(TS11496) |
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| 摘 要： | 本文研究了多元风险模型中服从长尾分布的带上尾渐近独立的随机变量和的大偏差渐近下界.利用大偏差的经典求法,得到了随机变量的非随机和和随机和的大偏差表达式,推广了独立同分布情形下的相关结论.
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| 关 键 词： | 大偏差 上尾渐近独立性 多元风险模型 |
| 收稿时间： | 2013/1/15 0:00:00 |
| 修稿时间： | 2013/5/22 0:00:00 |
ASYMPTOTIC LOWER BOUNDS OF LARGE DEVIATION FOR SUMS OF UPPER TAIL ASYMPTOTIC INDEPENDENT RANDOM VARIABLES |
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| HUA Zhi-qiang,YANG Shao-hua and CHEN Li-ying.ASYMPTOTIC LOWER BOUNDS OF LARGE DEVIATION FOR SUMS OF UPPER TAIL ASYMPTOTIC INDEPENDENT RANDOM VARIABLES[J].Journal of Mathematics,2014,34(1):58-64. |
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| Authors: | HUA Zhi-qiang YANG Shao-hua and CHEN Li-ying |
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| Institution: | HUA Zhi-qiang;YANG Shao-hua;CHEN Li-ying;College of Mathematics,Inner Monglia Uiversity for the Nationalities;School of Mathematics and Computational Science,Fuyang Normal College; |
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| Abstract: | This paper investigates the asymptotic lower bounds of large deviation for random variable sums of the upper tail asymptotic independent random variables with long tailed in a multirisk model. By using the classic method of large deviation, we obtain some expressions of random and nonrandom sums, which extend the corresponding independent and identically distributed results. |
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| Keywords: | large deviation upper tail asymptotic independence multi-risk model |
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