Precise large deviations for widely orthant dependent random variables with different distributions

被引:7
作者
Gao, Miaomiao [1 ]
Wang, Kaiyong [1 ]
Chen, Lamei [1 ]
机构
[1] Suzhou Univ Sci & Technol, Sch Math & Phys, Suzhou 215009, Peoples R China
基金
中国国家自然科学基金;
关键词
precise large deviations; widely orthant dependent; different distributions; dominantly varying tails; RUIN PROBABILITY; SUMS; CONVERGENCE; THEOREMS; MODEL;
D O I
10.1186/s13660-018-1613-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let Xi, i >= 1 be a sequence of random variables with different distributions F-i, i >= 1. The partial sums are denoted by S-n = Sigma(n)(i=1) X-i, n >= 1. This paper mainly investigates the precise large deviations of S-n, n >= 1, for the widely orthant dependent random variables X-i, i >= 1. Under some mild conditions, the lower and upper bounds of the precise large deviations of the partial sums S-n, n >= 1, are presented.
引用
收藏
页数:18
相关论文
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