Farlie-Gumbel-Morgenstern联合分布的Max-Sum局部等价式

Max-Sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution

设n个随机变量服从Farlie-Gumbel-Morgenstern联合分布,本文分别研究它们的和与最大值的局部渐近性.进而,在这些随机变量服从局部次指数分布的条件下,得到Max-Sum局部等价式.该等价式从局部和相依的角度刻画了随机游动的一个大跳原理.

In this paper, we study the local asymptotics for the sum and maximum of random variables with a certain Farlie-Gumbel-Morgenstern joint distribution, respectively. Then, under a suitable condition for local subexponentiality, we further obtain the local max-sum equivalence, which describes the big-jump principle of random walks from the local and dependent point of view.