上尾渐近独立随机变量和的大偏差的渐近下界-论文.pdf

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1、数学杂志Vo1．34(2014)NO．1ASYMPTOTICLoWERBoUNDSoFLARGEDEVIAT10NFoRSUMS0FUPPERTAILASYMPT0TICINDEPENDENTRANDoMVARIABLESHUAZhi—qiang，YANGShao—hua。，CHENLi—ying(』．CollegeMathematics，InnerMongliaUiversitybrtheNationalities，Tongliao028043,Chinam)∑(2．SchoolofMathematicsandComputationalScience，FuyangNo~nalC

2、ollege，Fuyang23603％China)％Abstract：Thispaperinvestigatestheasymptoticlowerboundsoflargedeviationforrandomvariablesumsoftheuppertailasymptoticindependentrandomvariableswithlongtailedinamulti—riskmode1．Byusingtheclassicmethodoflargedeviation，weobtainsomeexpressionsofrandomandnonrandomsums，which

3、extendthecorrespondingindependentandidenticallydistributedresults．Keywords：largedeviation；uppertailasymptoticindependence；multi—riskmodel2010MRSubjectClassification：60F10Documentcode：AArticleID：0255-7797(2014)01—0058-071IntroductionMotivatedbytherecentworkof[1]jweinvestigatethetailprobability

4、ofthenon—randomsumsinamulti-riskmodelHere{五J，J1)1arethesequencesofuppertailasymptoticindependentrandomvari—ableswithlongtailed，and(J，J1}L1beanothernonnegativerealsequences．Thecorrespondingrandomsumsof(1．1)isCxwhere{(t)}benon—negativeinteger—valueprocesswithAi(t)=()，while{()，i=1，2，⋯，)and{J，J1}

5、Llaremutuallyindependent．][eceiveddate：201301—15Accepteddate：201305—22Foundationitem：SupportedbytheNaturScienceFundofInnerMongoliaUniversityfortheNationalitiesfNMD1227)；theAnhuiNaturalScienceFundforInstitutionsofHigherEducationfKJ2010B4311；theConstructionFundforNationalFeatureSpecialty(TS1149

6、6)．Biography：HuaZhiqiang(1981一)，male，borninNanjing，Jiangsu，lecturer，majorinprobabilityandmathematicalstatistics．NOAsymptoticlowerboundsof1argedeviationforsums59—————．．———．．．．．．．．．．．．．．．．．．，．．．．——Sinceasymptoticbehaviorofpreciselargedeviationsfornon-randomsumsandrandomsumsofrandomvariableshasi

7、mportanttheoreticalsignificanceandextensiveapplications，itattractsmuchattentionandthereappearstobealotofresearchliterature．Forrecentworksofthisaspect，wereferthereaderto[1131．Amongthesepapers，【11】studiedtheasymptoticlowerboundsofpreciselargede