Estimates for interval probabilities of the sums of random variables with locally subexponential distributions

被引:3
|
作者
Shneer, V. V. [1 ]
机构
[1] Sobolev Inst Math, Novosibirsk, Russia
关键词
subexponential distribution; locally subexponential distribution; sums of random variables; estimates for interval probabilities;
D O I
10.1007/s11202-006-0088-4
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let {xi(i)}(i=1) be a sequence of independent identically distributed nonnegative random variables, S-n=xi(1)+...+epsilon(n). Let Delta=(0, T] and x+Delta=(x, x+T]. We study the ratios of the probabilities P(S-n is an element of x+Delta)/P(xi(1) is an element of x+Delta) for all n and x. The estimates uniform in x for these ratios are known for the so-called Delta-subexponential distributions. Here we improve these estimates for two subclasses of Delta-subexponential distributions; one of them is a generalization of the well-known class LC to the case of the interval (0, T] with an arbitrary T <=infinity. Also, a characterization of the class LC is given.
引用
下载
收藏
页码:779 / 786
页数:8
相关论文
共 50 条