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二元加权拟渐近独立结构中的精确大偏差

The Precise Large Deviations In Pairwise Weighted Quasi-asymptotically Independent Structure
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摘要 概率学在我们的实际生活中涉及了众多领域,例如计算机、破产概率、保险精算等.随机变量序列和的尾概率及其极限形状研究是保险精算领域的较为活跃课题.加权随机变量序列和的精确大偏差可以较好地描述随机变量序列和的尾概率及其极限形状这些问题,本文研究了二元加权拟渐近独立结构中的随机变量序列和的精确大偏差的概率的极限性态. Probability covers many fields in our real life, for example, computer, ruin probability, actuarial. The researches of the tail probability of random variable sequences and their ultimate form are active in the field of actuarial topic. The precise large deviations of the sum of weighted random variables sequences can describe the problems of the tail probability of random variable sequences and their ultimate form. In this paper, we study the ultimate form of the probability of the precise large deviations of the sum of random variable sequences in pairwise weighted quasi -asymptotically independent structure.
作者 于海芳
出处 《佳木斯大学学报(自然科学版)》 CAS 2017年第2期330-332,共3页 Journal of Jiamusi University:Natural Science Edition
基金 辽西北职业教育联盟2016年职业教育集团化办学专项研究课题立项(LM201620)
关键词 长尾 大偏差 广义负上限相关 二元加权拟渐进独立结构 Long Tail Large Deviation Extended Negatively Upper Orthant Dependency Pairwise Weighted Quasi -asymptotically Independent Structure
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