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二元相依随机变量和的精确大偏差 被引量：2

Precise Large Deviations for Sums of Binary Dependent Random Variables
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摘要 随机变量序列和的精确大偏差能精确刻画其尾概率的极限性态,具有重要的研究价值。研究长尾上带有二元相依结构的随机变量和的精确大偏差,得到了随机变量的确定和及随机和的两种一致变化尾概率的相应结论。 Precise large deviations of random variable sequence sum can exactly describe the ultimate state of tail probability, it has great value of research. Investigates the precise large deviations of random variable sum with binary dependent structure on long tail, obtains the consistent varying tails probability for definite sums and random sums of random variables.
作者 杨少华 于海芳 华志强
机构地区 阜阳师范学院数学与计算科学学院 朝阳师范高等专科学校数学计算机系 内蒙古民族大学数学学院
出处 《江汉大学学报（自然科学版）》 2013年第3期23-25,共3页 Journal of Jianghan University：Natural Science Edition
基金 国家级特色专业基金(TS11496) 安徽高等学校省级自然科学基金(KJ2011Z296) 内蒙古民族大学自然科学研究项目(NMD1227)
关键词 大偏差 长尾 二元相依 large deviation long tail binary dependence
分类号 O211.4 [理学—概率论与数理统计]
  • 相关文献

参考文献6

  • 1Klüppelberg C,Mikosch T.Large deviations of heavy-tailed random sums with applications in insur ance and finance[J].Journal of Applied Probability,1997,34(2):293-308.
  • 2Ng K W,Tang Q,Yang J A,et al.Precise large devia tions for sums of random variables with consistently varying tails[J].Journal of Applied Probability,2004,41(1):93-107.
  • 3Liu L.Precise large deviation for dependent random variables with heavy tails[J].Statistics&Probability Letters,2009,79(9):1290-1298.
  • 4Yang Y,Wang K.Uniform asymptotics for the fi nite-time and infinite-time ruin probabilities in a de pendent risk model with constant interest rate and heavy-tailed claims[J].Lithuanian Mathematical Jour nal,2012,52(1):111-121.
  • 5Konstantinides D G,Loukissas F.Precise large devia tions for sums of negatively dependent random variables with common long-tailed distributions[J].Communica tions in Statistics-Theory and Methods,2011,40(19):3663-3671.
  • 6华志强,姜晓威.带延拓负上限相关的随机变量和的精确大偏差[J].北华大学学报（自然科学版）,2012,13(4):398-400. 被引量：7

二级参考文献9

  • 1C Kluppelberg,T Mikosch. Large Deviations of Heavy-Tailed Random Sums with Applications in Insurance and Finance[J].Journal of Applied Probability,1997.293-308.
  • 2Ng K W,Tang Q,Yan J A. Precise Large Deviation for Sums of Random Variables with Consistently Varying Tails[J].Journal of Applied Probability,2004.93-107.
  • 3Tang Q. Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations[J].Electronic Journal of Probability,2006,(04):107-120.
  • 4Kumar J D,Frank P. Negative Association of Random Variables with Applications[J].Annals of Statistics,1983,(01):286-295.
  • 5Liu L. Precise Large Deviation for Dependent Random Variables with Heavy Tails[J].Statistics & Probability Letters,2009.1290-1298.
  • 6Chen Y,Chen A. The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables[J].Journal of Applied Probability,2010.908-922.
  • 7陈琳,刘维奇.重尾分布族及其关系图[J].高校应用数学学报（A辑）,2009,24(2):166-174. 被引量：22
  • 8汪世界.带一致变化尾上负相关随机变量和的精确大偏差[J].合肥工业大学学报（自然科学版）,2010,33(3):464-466. 被引量：5
  • 9苏淳,胡治水,唐启鹤.关于非负分布重尾程度的刻画[J].数学进展,2003,32(5):606-614. 被引量：23

共引文献6

同被引文献8

  • 1华志强,姜晓威.带延拓负上限相关的随机变量和的精确大偏差[J].北华大学学报（自然科学版）,2012,13(4):398-400. 被引量：7
  • 2Fotis Loukissas.??Precise Large Deviations for Long-Tailed Distributions(J)Journal of Theoretical Probability . 2012 (4)
  • 3Li Liu.??Precise large deviations for dependent random variables with heavy tails(J)Statistics and Probability Letters . 2009 (9)
  • 4Some Asymptotic Results for One-Sided Large Deviation Probabilities(J)Lithuanian Mathematical Journal . 2003 (3)
  • 5Large Deviations for Sums of Independent Heavy-Tailed Random Variables(J)Lithuanian Mathematical Journal . 2004 (2)
  • 6Kai W. Ng,Qihe Tang,Jia-An Yan,Hailiang Yang.Precise large deviations for sums of random variables with consistently varying tails. Journal of Applied Probability . 2004
  • 7Qihe Tang,Chun Su,Tao Jiang,Jinsong Zhang.??Large deviations for heavy-tailed random sums in compound renewal model(J)Statistics and Probability Letters . 2001 (1)
  • 8华志强,宋立新,冯敬海,齐晓梦.索赔盈余风险模型中精确大偏差[J].大连理工大学学报,2016,56(1):64-69. 被引量：6

引证文献2

二级引证文献1

江汉大学学报（自然科学版）
2013年 第3期

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