doi:

DOI: 10.3724/SP.J.1160.2013.00345

Acta Analysis Functionalis Applicata (应用泛函分析学报) 2013/15:4 PP.345-348

Precise Large Deviations for Sums of Widely Upper Orthant Dependent Random Variables


Abstract:
This paper investigates the precise large deviation for widely upper orthant dependent random variables with long tailed distributions,and obtains the asymptotic relations for both the partial suns and the random sums by using the classic method of large deviation.

Key words:precise large deviation,long tailed distribution,widely upper orthant dependence

ReleaseDate:2015-04-21 14:22:09



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