期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

带不同分布增量的随机和的局部渐近性 被引量：3

Local Asymptotics for Random Sums with Different Distribused Increments
下载PDF
导出
摘要 在Asmussen,Foss and Korshunov(J.Theoretical Probab.,2003,16(2):489-518)的基础上,讨论了支撑在(-∞,∞)上的不同分布的卷积的封闭性及带上述不同分布增量的局部渐近性.上述分布包括了常见的轻尾分布和重尾分布. On the basis of Asmussen, Foss and Korshunov （J. Theoretical Probab., 2003, 16（2）：489-518）, the authors study the closure for convolutions of the different distributions on （-∞,∞） and the local asymptotics for random sums with different distributed increments. The distributions include the common light-tailed distributions and heavy-tailed distributions.
作者 王开永 王岳宝 陈乾
机构地区 苏州大学数学科学学院 苏州市统计局
出处 《数学年刊（A辑）》 CSCD 北大核心 2007年第6期867-878,共12页 Chinese Annals of Mathematics
基金 国家自然科学基金(No.10671139) 苏州科技学院科研基金资助的项目.
关键词 广义局部次指数分布 卷积封闭性 局部渐近性 Extensively local subexponential distributions, Closure of convolutions, Local asymptotics
分类号 O211.4 [理学—概率论与数理统计]
  • 相关文献

参考文献8

  • 1Asmussen S., Kalashnikov V., Konstantinides D., et al., A local limit theorem for random walk maxima with heavy tails [J], Statist. Prob. Lett., 2002, 56:399- 404.
  • 2Asmussen S., Foss S. and Korshunov D., Asymptotics for sums of random variables with local subexponential behavior [J], J. Theoret. Probab., 2003, 16(2):489- 518.
  • 3Ng K. W. and Tang Q., Asymptotic behavior of tail and local probabilities for sums of subexponential random variables [J], d. Appl. Prob., 2004, 41:108-116.
  • 4Wang Y., Cheng D. and Wang K., The closure of local subexponential distribution class under convolution roots and its applications to the compound poisson process [J], J. Appl. Prob., 2004, 42:1194--1203.
  • 5Wang Y., Yang Y., Wang K., et al., Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications [J], Insurance: Mathematics and Economics, 2007, 40:256-266.
  • 6Bingham N. H., Goldie C. M. and Teugels J. L., Reqular Variation [M]. London: Cambrige Press, 1987.
  • 7Tang Q. and Tsitsiashvili G., Precise estimates for the ruin probbility in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks [J], Stochastic Process. Appl., 2003, 108:299-325.
  • 8Embrechts P. and Goldie C. M., On convolution tails [J], Stochastic Process. Appl., 1982, 13:263-278.

同被引文献32

  • 1Yue Bao WANG,Kai Yong WANG,Dong Ya CHENG.Precise Large Deviations for Sums of Negatively Associated Random Variables with Common Dominatedly Varying Tails[J].Acta Mathematica Sinica,English Series,2006,22(6):1725-1734. 被引量：19
  • 2王开永,王岳宝,张雅文.广义次指数族的卷积根的封闭性[J].应用数学,2007,20(1):47-52. 被引量：4
  • 3Asmussen S. Applied probability and queues [M]. 2nd ed, New York: Springer-Verlag, 2003.
  • 4Feller W, Orey S. A renewal theorem [J]. J Math Mech, 1961, 10(4):619-624.
  • 5Feller W. An introduction to probability theory and its applications [M]. Vol 2, 2nd ed, New York: Wiley, 1971.
  • 6Asmussen S, Foss S, Korshunov D. Asymptotics for sums of random variables with local subexponential behavior [J]. J Theor Prob, 2003, 16(2):489-518.
  • 7Gao Q, Wang Y. Ruin probability and local ruin probability in the random multi- delayed renewal risk model [J]. Statist Probab Left, 2009, 79(5):588-596.
  • 8Chistyakov V P. A theorem on sums of independent positive random variables and its applications to branching process [J]. Theory Probab Appl, 1964, 9(1):640-648.
  • 9Chover J, Ney P, Wainger S. Degeneracy properties of subcritical branching processes [J]. Ann Probab, 1973, 1(4):663-673.
  • 10Chover J, Ney P, Wainger S. Functions of probability measures [J]. J Analyse Math, 1973, 26(2):255-302.

引证文献3

数学年刊（A辑）
2007年 第6期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部