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同分布NA序列更新过程的渐近正态性 被引量：1

Asymptotical normality of the renewal process generated by identically distributed NA random variables
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摘要 讨论了一般的同分布NA随机变量列更新过程的渐近正态性问题,并将强平稳NA列作为一个推论,得到了其更新过程的相应结果. The asymptotical normality of the renewal process generated by general NA random variables is discussed. And as a special corollary, a corresponding result of the renewal process generated by strictly stationary NA sequences is obtained.
作者 杨洋 王岳宝
机构地区 南京审计学院应用数学系 苏州大学数学科学学院
出处 《兰州大学学报（自然科学版）》 CAS CSCD 北大核心 2007年第6期122-124,共3页 Journal of Lanzhou University(Natural Sciences)
基金 国家自然科学基金(10671139) 江苏省自然科学基金(06KJD110092) 南京审计学院一般项目(NSK2007/B01)资助.
关键词 更新过程 NA序列 渐近正态性 renewal process NA sequence asymptotical nSrmality
分类号 O211.4 [理学—概率论与数理统计]
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共引文献78

同被引文献12

  • 1T. Mikosch,A.V. Nagaev.Large Deviations of Heavy-Tailed Sums with Applications in Insurance[J]. Extremes . 1998 (1)
  • 2Shen X,Lin Z,Zhang Y.Precise large deviations for the actual aggregate loss process. Stochastic Analysis and Applications . 2009
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  • 8Tang Qihe,Su Chun,Jiang Tao,et al.Large deviations for heavy-tailed random sums in compound renewal model. Statistics and Probability Letters . 2001
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引证文献1

兰州大学学报（自然科学版）
2007年 第6期

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