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个人信息Personal Information
副教授
硕士生导师
性别：女
毕业院校：浙江大学
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607
联系方式：xshen@dlut.edu.cn
电子邮箱：xshen@dlut.edu.cn
论文成果
当前位置: xinmeishen >> 科学研究 >> 论文成果Precise large deviations for sums of random vectors with dependent components of consistently varying tails
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论文类型：期刊论文
发表时间：2017-06-01
发表刊物：FRONTIERS OF MATHEMATICS IN CHINA
收录刊物：SCIE、Scopus
卷号：12
期号：3
页面范围：711-732
ISSN号：1673-3452
关键字：Precise large deviations; multi-dimensional; consistently varying distributions; random sums
摘要：Let {X (i) = (X (1,i) ,...,X (m,i) )(aS<currency>), i 1} be a sequence of independent and identically distributed nonnegative m-dimensional random vectors. The univariate marginal distributions of these vectors have consistently varying tails and finite means. Here, the components of X (1) are allowed to be generally dependent. Moreover, let N(center dot) be a nonnegative integer-valued process, independent of the sequence {X (i) , i 1}. Under several mild assumptions, precise large deviations for S (n) = I pound (i=1) (n) X (i) and S (N(t)) = I pound (i=1) (N(t)) X (i) are investigated. Meanwhile, some simulation examples are also given to illustrate the results.