| 一类负相伴随机阵列部分和的精致大偏差 |
| |
| 引用本文： | 汪世界,王伟,王文胜.一类负相伴随机阵列部分和的精致大偏差[J].应用概率统计,2011,27(3). |
| |
| 作者姓名： | 汪世界 王伟 王文胜 |
| |
| 作者单位： | 1. 安徽大学数学科学学院,合肥,230039
2. 华东师范大学金融统计学院,上海,200241 |
| |
| 基金项目： | the National Natural Science Foundation，Talents Youth Fund of Anhui Province Universities，the 211 Project of Anhui University |
| |
| 摘 要： | 本文在一些适当的条件下得到了多风险模型中负相伴随机阵列的精致大偏差,推广了一些已知的结果,同时表明在多风险模型中负相伴结构对精致大偏差同样不具有敏感性.
|
| 关 键 词： | 负相伴随机阵列 大偏差 一致变化尾 |
Precise Large Deviations for Partial Sums of a Class of Negatively Associated Random Arrays |
| |
| WANG SHIJIE,WANG WEI,WANG WENSHENG.Precise Large Deviations for Partial Sums of a Class of Negatively Associated Random Arrays[J].Chinese Journal of Applied Probability and Statisties,2011,27(3). |
| |
| Authors: | WANG SHIJIE WANG WEI WANG WENSHENG |
| |
| Institution: | Wang Shijie(School of Mathematical Sciences,Anhui University,Hefei,230039) Wang Wei Wang Wensheng(School of Finnace and Statistics,East China Normal University,Shanghai,200241) |
| |
| Abstract: | In this paper, under some mild conditions, precise large deviations for partial sums of nega- tively associated random arrays in multi-risk models are investigated. The obtained results extend some known ones, and we find out the asymptotic behavior of precise large deviations is also in- sensitive to negatively associated structures in multi-risk models. |
| |
| Keywords: | Negatively associated random arrays large deviation consistently varying tails |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
