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    鲁大伟

    • 教授     博士生导师 硕士生导师
    • 任职 : 统计与金融研究所所长
    • 性别:男
    • 毕业院校:大连理工大学
    • 学位:博士
    • 所在单位:数学科学学院
    • 学科:概率论与数理统计. 金融数学与保险精算
    • 办公地点:数学楼512

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    Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails

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      发布时间:2019-03-09

      论文类型:期刊论文

      发表时间:2014-01-02

      发表刊物:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

      收录刊物:Scopus、EI、SCIE

      卷号:43

      期号:1

      页面范围:28-43

      ISSN号:0361-0926

      关键字:Consistently varying tails; Precise large deviations; Random sums

      摘要:In this article, we investigate the precise large deviations for a sum of independent but not identical distributed random variables. {X-n, n1} are independent non-negative random variables with distribution functions {F-n, n1}. We assume that the average of right tails of distribution functions F-n is equivalent to some distribution function F with consistently varying tails. In applications, we apply our main results to a realistic example (Pareto-type distribution) and obtain a specific result.