Lévy过程与更新过程的相依和的尾概率的渐近性

On Asymptotic Tail Probabilities of the Sums of the Dependent Lévy Processes and Renewal Processes

给出了一类Lévy过程与更新过程和的尾概率的渐近性,这两个过程满足一种可以包含部分正相关和负相关的非常宽泛的相依结构.在此基础上针对一些特殊情形,讨论了这些相依和的最大值的尾概率的渐近性.

In this paper, the asymptotics for the tail probabilities of the sums of Levy processes and renewal processes have been presented, where the two processes satisfy the dependence structures given by refer ence. Based on these results, for some special eases, we have discussed the asymptotic behavior for the tail probabilities of the maxima of these dependent sums.