一个宽上限相依随机变量的概率不等式  

A Probability Inequality for Wide Upper Orthant Dependent Random Variables

作　　者：于海芳[1] YU Haifang(Mathematics and Computer Department,Chaoyang Teachers College,Chaoyang 122000,Liaoning,China)

机构地区：[1]朝阳师范高等专科学校数学计算机系,辽宁朝阳122000

出　　处：《江汉大学学报（自然科学版）》2020年第3期31-35,共5页Journal of Jianghan University：Natural Science Edition

摘　　要：研究了宽上限相依随机变量部分和∑i=1nξi模型,利用马尔科夫不等式和截断误差的方法探究了部分和∑i=1nξi的尾概率问题。在给定的一些假定条件下,得到了关于宽上限相依随机变量部分和∑i=1nξi尾概率的一个新的不等式,将在研究精确大偏差、破产概率等概率理论中起到重要作用。In this paper,the author studied the model of finite sum∑i=1nξi of wide upper orthant dependent random variables,investigated the issue of tail probability of finite sum∑i=1nξi by using Markov inequality and a standard truncation method.Under a few of given assumptions,the author obtained a new inequality of tail probability for finite sum∑i=1nξi of the wide upper orthant dependent random variables.The obtained results play an important role in the precise large deviation,the ruin probability,etc.in probability theory.

关 键 词：宽上限相依 概率不等式 随机变量 

分 类 号：O211.1[理学—概率论与数理统计]