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长尾宽上限相依的不同分布的随机变量和的精确大偏差
引用本文:华志强,董莹,玄海燕.长尾宽上限相依的不同分布的随机变量和的精确大偏差[J].纯粹数学与应用数学,2014(6):569-572.
作者姓名:华志强  董莹  玄海燕
作者单位:1. 内蒙古民族大学数学学院,内蒙古 通辽,028000
2. 大连民族学院理学院,辽宁 大连,116600
3. 兰州理工大学理学院,甘肃兰州,730050
基金项目:国家自然科学基金,内蒙古民族大学自然科学研究项目
摘    要:研究了服从长尾分布族上的随机变量和的精确大偏差问题,其中假设代表索赔额的随机变量序列是一列宽上限相依的、不同分布的随机变量序列。在给定一些假设条件下,得到了部分和与随机和的两种一致渐近结论。

关 键 词:长尾分布  精确大偏差  不同分布  宽上限相依

Precise large deviations for sums of non-identical distributed and widely upper orthant dependent random variables with long tails
Hua Zhiqiang,Dong Ying,Xuan Haiyan.Precise large deviations for sums of non-identical distributed and widely upper orthant dependent random variables with long tails[J].Pure and Applied Mathematics,2014(6):569-572.
Authors:Hua Zhiqiang  Dong Ying  Xuan Haiyan
Institution:Hua Zhiqiang,Dong Ying,Xuan Haiyan(1. College of Mathematics, Inner Mongolia University for the Nationalities, Inner Mongolia, Tongliao 028000, China; 2. College of Science, Dalian Nationalities University, Dalian 116600, China; 3. College of Science, Lanzhou University of Technology, Lanzhou 730050, China)
Abstract:This paper investigates the precise large deviations for sums of random variables with long tailed distributions, and the sequence of the claims denoted by random variables is a sequence of non-identically distributed and widely upper orthant dependent random variables. Under some mild assumptions, this paper obtains the uniformly asymptotic results of partial sums and random sums.
Keywords:long tailed distribution  precise large deviation  non-identical distribution  widely upper orthant dependence
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