Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails

被引:0
|
作者
Liu, Y [1 ]
Hu, YJ [1 ]
机构
[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
来源
SCIENCE IN CHINA SERIES A-MATHEMATICS | 2003年 / 46卷 / 03期
关键词
large deviations; (extended) regular variation; dominated variation;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We prove large deviation results on the partial and random sums S-n = Sigma(i=1)(n) X-i, ngreater than or equal to1; S(t) = Sigma(i=1)(N)(t) X-i, tgreater than or equal to0, where {N(t); tgreater than or equal to0} are non-negative integer-valued random variables and {X-n; ngreater than or equal to1} are independent non-negative random variables with distribution, F-n, of X-n, independent of {N(t); tgreater than or equal to0}. Special attention is paid to the distribution of dominated variation.
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页码:383 / 395
页数:13
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