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

被引：0

作者：

Yan Liu

Yijun Hu

机构：

[1] Wuhan University,School of Mathematics and Statistics

来源：

Science in China Series A: Mathematics | 2003年 / 46卷 / 3期

关键词：

large deviations; (extended) regular variation; dominated variation;

D O I：

10.1360/03ys9041

中图分类号：

学科分类号：

摘要：

We prove large deviation results on the partial and random sums sn=Σi=1nXi, n⩾1; S(t)=Σi=1N(t)Xi, t⩾0, where {N(t);t⩾0} are non-negative integer-valued random variables and {Xn;n⩾1} are independent non-negative random variables with distribution, Fn, of Xn, independent of {N(t);t⩾0}. Special attention is paid to the distribution of dominated variation.

引用

页码：383 / 395

页数：12

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