摘要
利用重尾分布类D∩L性质的刻画,得到了重尾分布类D∩L中负相伴重尾随机变量和(随机和与非随机和)的精确大偏差,而重尾分布类D∩L是严格包含C的,从而首次将现有的精确大偏差结果推广到更大的重尾分布子类上.
By using the characterization of heavy-tailed random variables in D∩L, precise large deviations for sums (nonrandom sums and random sums) of negatively associated heavy-tailed random variables in D∩L were obtained, where the subclass D∩L strictly contains C. Therefore, it firstly extends some existed precise large deviation results to some larger subclasses of heavy tailed distributions.
出处
《华东师范大学学报(自然科学版)》
CAS
CSCD
北大核心
2009年第4期62-68,共7页
Journal of East China Normal University(Natural Science)
基金
国家自然科学基金(10771070)
关键词
负相伴
一致变化尾
控制变化尾
长尾
精确大偏差
negatively association
consistently varying tail
dominately varying tail
long tail
precise large deviation