一类负相伴随机阵列部分和的精致大偏差

Precise Large Deviations for Partial Sums of a Class of Negatively Associated Random Arrays

  • 摘要: 本文在一些适当的条件下得到了多风险模型中负相伴随机阵列的精致大偏差, 推广了一些已知的结果, 同时表明在多风险模型中负相伴结构对精致大偏差同样不具有敏感性.

     

    Abstract: In this paper, under some mild conditions, precise large deviations for partial sums of negatively associated random arrays in multi-risk models are investigated. The obtained results extend some known ones, and we find out the asymptotic behavior of precise large deviations is also insensitive to negatively associated structures in multi-risk models. \newcommand\fundinfoThis work was supported by the National Natural Science Foundation (10771070), Talents Youth Fund of Anhui Province Universities (2011SQRL012ZD) and the 211 Project of Anhui University (2009QN020B)

     

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