Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails

被引:11
|
作者
Shen, Xinmei [1 ]
Lin, Zhengyan [1 ]
机构
[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China
基金
中国国家自然科学基金;
关键词
D O I
10.1016/j.spl.2008.06.007
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let {X-k, k >= 1} be a sequence of negatively dependent random variables with common distribution F and mean 0. Suppose that (F) over bar (x) = 1 - F(x) is positive for all x and consistently varying as x -> infinity. Let {theta(k), k >= 1} be another sequence of random variables independent of {X-k, k >= 1} satisfying P(a <= theta(k) <= b) = 1 for some 0 < a <= b < infinity, k >= 1. The paper investigates large deviations for the randomly weighted sums. (C) 2008 Elsevier B.V. All rights reserved.
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页码:3222 / 3229
页数:8
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