重尾平稳序列的大偏差(英文)  

LARGE DEVIATIONS FOR A HEAVY-TAILED STATIONARY SEQUENCE

作　　者：刘艳[1] 胡亦钧[1] 

机构地区：[1]武汉大学数学与统计学院,武汉430072

出　　处：《数学杂志》2003年第1期11-18,共8页Journal of Mathematics

基　　金：Supported by the National Natural Science Foundation of China.the Department of Education of China.

摘　　要：文给出了一类重尾的随机变量序列{Xn,n≥1}的部分和 与随机和 的大偏差结果,其中 是一族非负整值的随机变量.{Xn,n≥1} 是非负的平稳过程,并且与{N(t),t≥0}独立.本文将独立同分布情形的结果推广到了平稳相依的情形.let {X. ,n≥ 1} be a stationary sequence of non-negative random variables with the tail of distribution is of Pareto's type (regularly or extended regularly varying), we investigatelarge deviation for the partial sums and the random sums is a process of non-negative integer-valued random variables, independent of . Some existing results are generalized.

关 键 词：重尾平稳序列 大偏差 正则变化 扩展正则变化 

分 类 号：O211.4[理学—概率论与数理统计]