期刊文献+

分布卷积的局部渐进性的一些充分条件和必要条件 被引量:2

Some Sufficient and Necessary Conditions of Local Asymptotic for Distributions Convolution
下载PDF
导出
摘要 给出了支撑在(0,∞)上的两个分布卷积的局部渐进性的一些充分条件和必要条件,通过引入的一个新的分布族,推广了Asmussen,Foss和Korshunov(2003)[1]及Wang,Yang,Wang和Cheng(2007)[2]的相应的结果.通过一个反例说明了在文献[1]和文献[2]相应的结果中,一些局部长尾的条件或高阶控制的条件并不是必要的. In this paper, the authors give some sufficient and necessary conditions of local asymptotic for two distributions convolution with their supports on (0, ∞ ) and extend corresponding findings of Asmussen, S., Foss, S. and Korshunov. D. (2003)[1] and Wang, Y. B., Yang, Y., Wang, K. Y. and Cheng, D. Y. (2007)[2] by defining a new class of distribution . Using a opposite example, it has illustrated some local long-tailed or high controlled conditions which are not necessary in corresponding findings of [1] and [2].
作者 陈维 王岳宝
出处 《伊犁师范学院学报(自然科学版)》 2007年第1期1-7,共7页 Journal of Yili Normal University:Natural Science Edition
基金 国家自然科学基金资助项目(10671193).
关键词 卷积 局部长尾分布族 局部次指数分布 局部渐进性 convolution local long-tailed distribution class local subexponential distribution local asymptotic
  • 相关文献

参考文献1

  • 1S?ren Asmussen,Serguei Foss,Dmitry Korshunov. Asymptotics for Sums of Random Variables with Local Subexponential Behaviour[J] 2003,Journal of Theoretical Probability(2):489~518

同被引文献13

  • 1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
  • 2Geluk J L, De Vries C G. Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities. Insurance: Mathematics and Economics, 2006, 38:39- 56.
  • 3Asmussen S, Foss S, Korshunov D. Asymptotics for sums of random variables with local subexponential behaviour. J. Theoret. Prob., 2003, 16: 489-518.
  • 4Chistyakov V P. A theorem on sum of independent positive random variables and its application to branching random processes. Theory Probab. Appl., 1964, 9: 640-648.
  • 5Ng K W, Tang Q. Asymptotic behaviour of tail and local probabilities for sums of subexponential random variables. J. Appl. Prob., 2004, 41: 108-116.
  • 6Wang Y, Yang Y and Wang K. The closure of a local subexponential distribution with applications applications to the compound Poisson process. J. Appl. Prob., 2005, 42: 1194-1203.
  • 7Wang Y, Yang Y, Wang K and Cheng D. Some new equivalent conditions on asymptotics for random sums and their applications. Insurance: Mathematics and Economics, 2007, 40(2): 256- 266.
  • 8Embrechts P and Goldie C. On closure and factorization properties of subexponential and related distributions. J. Austral. Math. Soc., 1980, 29: 243-256.
  • 9Geluk J L. Asymptotics in the symmetrization inequality. Stat. Prob. Letters, 2004, 69 : 63-68.
  • 10ASMUSSEN S, FOSS S, KORSHUNOV D. Asymptotics for random variables with local subexponential behavior [J]. J.Theor. Prob'ab, 2003, 16: 489-518.

引证文献2

二级引证文献4

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