上尾渐近独立随机变量和的大偏差的渐近下界(英文)  

ASYMPTOTIC LOWER BOUNDS OF LARGE DEVIATION FOR SUMS OF UPPER TAIL ASYMPTOTIC INDEPENDENT RANDOM VARIABLES

作　　者：华志强[1] 杨少华[2] 陈丽莹[1] 

机构地区：[1]内蒙古民族大学数学学院,内蒙古通辽028043 [2]阜阳师范学院数学与计算科学学院,安徽阜阳236037

出　　处：《数学杂志》2014年第1期58-64,共7页Journal of Mathematics

基　　金：Supported by the Natural Science Fund of Inner Mongolia University for the Nationalities(NMD1227);the Anhui Natural Science Fund for Institutions of Higher Education(KJ2010B431);the Construction Fund for National Feature Specialty(TS11496)

摘　　要：本文研究了多元风险模型中服从长尾分布的带上尾渐近独立的随机变量和的大偏差渐近下界.利用大偏差的经典求法,得到了随机变量的非随机和和随机和的大偏差表达式,推广了独立同分布情形下的相关结论.This paper investigates the asymptotic lower bounds of large deviation for random variable sums of the upper tail asymptotic independent random variables with long tailed in a multi-risk model. By using the classic method of large deviation, we obtain some expressions of random and nonrandom sums, which extend the corresponding independent and identically distributed results.

关 键 词：大偏差 上尾渐近独立性 多元风险模型 

分 类 号：O211.4[理学—概率论与数理统计]