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LARGE DEVIATIONS FOR SUMS OF INDEPENDENT RANDOM VARIABLES WITH DOMINATEDLY VARYING TAILS 被引量:1

LARGE DEVIATIONS FOR SUMS OF INDEPENDENT RANDOM VARIABLES WITH DOMINATEDLY VARYING TAILS
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摘要 In this paper the large deviation results for partial and random sums Sn-ESn=n∑i=1Xi-n∑i=1EXi,n≥1;S(t)-ES(t)=N(t)∑i=1Xi-E(N(t)∑i=1Xi),t≥0 are proved, where {N(t);t ≥ 0} is a counting process of non-negative integer-valued random variables, and {Xn; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions. In this paper the large deviation results for partial and random sums Sn-ESn=n∑i=1Xi-n∑i=1EXi,n≥1;S(t)-ES(t)=N(t)∑i=1Xi-E(N(t)∑i=1Xi),t≥0 are proved, where {N(t);t ≥ 0} is a counting process of non-negative integer-valued random variables, and {Xn; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions.
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2007年第1期78-86,共9页 高校应用数学学报(英文版)(B辑)
基金 Supported by the Science Foundation of the Education Committee of Anhui Province(0505101).
关键词 heavy-tailed large deviation dominated variation. heavy-tailed,large deviation,dominated variation.
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