关于重尾分布间的控制关系及其应用  

The Dominant Relations and Their Applications on Some Subclasses of Heavy-Tailed Distributions

作　　者：王岳宝[1] 成凤炀[1] 杨洋[1] 

机构地区：[1]苏州大学数学系,苏州215006

出　　处：《应用概率统计》2005年第1期21-30,共10页Chinese Journal of Applied Probability and Statistics

基　　金：受国家自然科学基金资助(No.10271087)

摘　　要：得到了能控制一切轻尾分布及一切轻度重尾分布的分布的等价条件,得到了能控制一切轻尾分布的分布的等价条件,讨论了分布与其相应的均衡分布之间的控制关系,并给出了上述控制关系在和的分布的封闭性等方面的应用.We've obtained the equivalent condition of the distributions which can dominate all light-tailed distributions, as well as those which can dominate all light-tailed distributions and lightly heavy-tailed distributions. We discuss the dominant relations between distrbutions and their corresponding equilibrium distributions. We also give some applications in the closure of sums based on some dominant correlations above-mentioned.

关 键 词：重尾分布 控制 等价 

分 类 号：O211[理学—概率论与数理统计]