| Precise Large Deviations for Sums of Negatively Associated Random Variables with Common Dominatedly Varying Tails |
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| 作者姓名： | Yue Bao WANG Kai Yong WANG Dong Ya CHENG |
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| 作者单位： | [1]School of Mathematics Science, Soochow University, Suzhou 215006, P. R. China [2]Department of Applied Mathematics, University of Science and Technology of Suzhou, Suzhou 215009, P. R. China |
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| 基金项目： | Research supported by National Science Foundation of China （No. 10271087）;Acknowledgements The authors would like to express their deep gratitude to the referees and editor for the detailed and critical comments on the previous version of this paper. |
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| 摘 要： | In this paper, we obtain results on precise large deviations for non-random and random sums of negatively associated nonnegative random variables with common dominatedly varying tail distribution function. We discover that, under certain conditions, three precise large-deviation prob- abilities with different centering numbers are equivalent to each other. Furthermore, we investigate precise large deviations for sums of negatively associated nonnegative random variables with certain negatively dependent occurrences. The obtained results extend and improve the corresponding results of Ng, Tang, Yan and Yang （J. Appl. Prob., 41, 93-107, 2004）.
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| 关 键 词： | 否定联合 精确偏差 分布函数 确定条件 数学分析 |
| 收稿时间： | 2004-12-07 |
| 修稿时间： | 2004-12-072005-11-03 |
Precise Large Deviations for Sums of Negatively Associated Random Variables with Common Dominatedly Varying Tails |
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| Yue Bao WANG Kai Yong WANG Dong Ya CHENG.Precise Large Deviations for Sums of Negatively Associated Random Variables with Common Dominatedly Varying Tails[J].Acta Mathematica Sinica,2006,22(6):1725-1734. |
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| Authors: | Yue Bao Wang Kai Yong Wang Dong Ya Cheng |
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| Institution: | (1) School of Mathematics Science, Soochow University, Suzhou 215006, P. R. China;(2) Department of Applied Mathematics, University of Science and Technology of Suzhou, Suzhou 215009, P. R. China;(3) School of Mathematics Science, Soochow University, Suzhou 215006, P. R. China |
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| Abstract: | In this paper, we obtain results on precise large deviations for non–random and random sums of negatively associated nonnegative
random variables with common dominatedly varying tail distribution function. We discover that, under certain conditions, three
precise large–deviation probabilities with different centering numbers are equivalent to each other. Furthermore, we investigate
precise large deviations for sums of negatively associated nonnegative random variables with certain negatively dependent
occurrences. The obtained results extend and improve the corresponding results of Ng, Tang, Yan and Yang (J. Appl. Prob., 41, 93–107, 2004).
Research supported by National Science Foundation of China (No. 10271087) |
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| Keywords: | negatively associated dominatedly varying tail precise large deviation |
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