Release Time:2019-03-12  Hits:

Indexed by: Journal Article

Date of Publication: 2017-02-16

Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Included Journals: Scopus、EI、SCIE

Volume: 46

Issue: 4

Page Number: 2013-2028

ISSN: 0361-0926

Key Words: Dominatedly varying tail; Non-identical distributions; Precise large deviations; Widely upper orthant dependence; 60F10; 60F05; 60G50

Abstract: In this article, we study large deviations for non random difference Sigma(n)(1)(t)(j = 1)X-1j - Sigma(n)(2)(t)(j = 1)X-2j and random difference Sigma(N)(1)(t)(j = 1)X-1j - Sigma(N)(2)(t)(j = 1)X-2j, where {X-1j, j 1} is a sequence of widely upper orthant dependent (WUOD) random variables with non identical distributions {F-1j(x), j 1}, {X-2j, j 1} is a sequence of independent identically distributed random variables, n(1)(t) and n(2)(t) are two positive integer-valued functions, and {N-i(t), t 0}(2)(i = 1) with ENi(t) = (i)(t) are two counting processes independent of {X-ij, j 1}(2)(i = 1). Under several assumptions, some results of precise large deviations for non random difference and random difference are derived, and some corresponding results are extended.