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Precise Large Deviations for Sums of Negatively Associated Random Variables with Common Dominatedly Varying Tails

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文摘 In this paper, we obtain results on precise large deviations for non-random and random sums of negatively associated nonnegative random variables with common dominatedly varying tail distribution function. We discover that, under certain conditions, three precise large-deviation prob- abilities with different centering numbers are equivalent to each other. Furthermore, we investigate precise large deviations for sums of negatively associated nonnegative random variables with certain negatively dependent occurrences. The obtained results extend and improve the corresponding results of Ng, Tang, Yan and Yang （J. Appl. Prob., 41, 93-107, 2004）.
来源 Acta Mathematica Sinica. English Series ,2006,22(6):1725-1734 【核心库】
DOI 10.1007/s10114-005-0745-8
关键词 negatively associated ; dominatedly varying tail ; precise large deviation
地址

1. School of Mathematics Science, Soochow University, Suzhou, 215006  

2. Department of Applied Mathematics, University of Science and Technology of Suzhou, Suzhou, 215009

语种 英文
ISSN 1439-8516
学科 数学
基金 国家自然科学基金
文献收藏号 CSCD:2674311

参考文献 共 21 共2页

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引证文献 12 篇

1 杨洋 带双边分布随机变量的大偏差 数学学报,2009,52(2):289-300
CSCD被引 2 次

2 ZONG Gao Feng Randomly Weighted Sums for Negatively Associated Random Variables with Heavy Tails 数学研究与评论,2009,29(6):1054-1060
CSCD被引 0 次

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