Chinese Quarterly Journal of Mathematics ›› 2007, Vol. 22 ›› Issue (2): 282-289.

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Large Deviations for Sums of Heavy-tailed Random Variables 

  


  1. Department of Mathematics Anhui University,Department of Mathematics Anhui University,,Hefei 230039 China,Hefei 230039 China

  • Received:2005-01-10 Online:2007-06-30 Published:2023-11-06
  • About author:GUO Xiao-yan(1979-),female,native of Xuancheng,Anhui,M.S.D.,engages in applied prob- ability;KONG Fan-chao(1943-),male,native of Hefei,Anhui,a profeesor of Anhui University,engages in probability theory and its applications.

Abstract: This paper is a further investigation of large deviations for sums of random variables Sn=sum form i=1 to n Xi and S(t)=sum form i=1 to N(t) Xi,(t≥0), where {Xn,n≥1) are independent identically distribution and non-negative random variables, and {N(t),t≥0} is a counting process of non-negative integer-valued random variables, independent of {Xn,n≥1}. In this paper, under the suppose F∈G, which is a bigger heavy-tailed class than C, proved large deviation results for sums of random variables. 

Key words: large deviation;heavy-tailed distribution;strongly subexponential distribution, lognormal distribution

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