Large Deviations for Sums of Heavy-tailed Random Variables  

重尾随机变量和的大偏差(英文)

作　　者：郭晓燕 孔繁超 

机构地区：[1]Department of Mathematics, Anhui University

出　　处：《Chinese Quarterly Journal of Mathematics》2007年第2期282-289,共8页数学季刊（英文版）

摘　　要：This paper is a further investigation of large deviations for sums of random variables Sn=i=1∑n Xi and S（t）=i=1∑N（t）Xi,（t≥0）, where {X_n,n≥1） are independent identically distribution and non-negative random variables, and {N（t）,t≥0} is a counting process of non-negative integer-valued random variables, independent of {X_n,n≥1}. In this paper, under the suppose F∈G, which is a bigger heavy-tailed class than C, proved large deviation results for sums of random variables.

关 键 词：large deviation heavy-tailed distribution strongly subexponential distribution lognormal distribution 

分 类 号：O211.4[理学—概率论与数理统计]