重尾分布类D∩L中负相伴随机变量和的精确大偏差

Precise large deviation for sums of negatively associated heavy-tailed random variables in D∩L

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.