二元拟渐近独立同分布的随机变量和的精确大偏差

Precise Large Deviations for Sums of Pairwise Quasiasymptotically Independent and Identically Random Variables

随机变量序列和的尾概率性状研究是保险精算领域的热门问题之一,而随机变量序列和的精确大偏差则精确刻画了其尾概率的极限性态。本文研究了长尾上的带有二元拟渐近独立同分布随机变量序列和的精确大偏差,并分别得到了随机变量序列的确定和及随机和的一致变化尾概率。

The study on asymptotic behavior of tail probability for the sums of random variables is much popular in actuarial fields, and precise large deviations can exactly characterize it. This paper investigate the precise large deviation for pairwise quasi-asymptotically independent and identically random variables with the long tailed distributions, and the consistently varying tails probability for partial sums and random sums of random variables are obtained.