Journal of East China Normal University(Natural Sc ›› 2009, Vol. 2009 ›› Issue (4): 62-68.
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WANG Shi-jie $^{1, 2}$, WANG Wen-sheng$^2
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Abstract: By using the characterization of heavy-tailed random variables in $\mathcal{D}\cap\mathcal{L}$, precise large deviations for sums (nonrandom sums and random sums) of negatively associated heavy-tailed random variables in $\mathcal{D}\cap\mathcal{L}$ were obtained, where the subclass $\mathcal{D}\cap\mathcal{L}$ strictly contains $\mathcal{C}$. Therefore, it firstly extends some existed precise large deviation results to some larger subclasses of heavy tailed distributions.
Key words: consistently varying tail, dominately varying tail, long tail, precise large deviation, negatively association, consistently varying tail, dominately varying tail, long tail, precise large deviation
CLC Number:
O211.4
WANG Shi-jie $^{;}$;WANG Wen-sheng$^. Precise large deviation for sums of negatively associated \\[5pt]heavy-tailed random variables in $\mathcal{D}\cap\mathcal{L[J]. Journal of East China Normal University(Natural Sc, 2009, 2009(4): 62-68.
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