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Asymptotics for the Tail Probability of Random Sums with a Heavy-Tailed Random Number and Extended Negatively Dependent Summands 被引量:3

Asymptotics for the Tail Probability of Random Sums with a Heavy-Tailed Random Number and Extended Negatively Dependent Summands
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摘要 Let (X, Xk : k ≥ 1) be a sequence of extended negatively dependent random variables with a common distribution F satisfying EX 〉 0.Let τ be a nonnegative integer-valued random variable, independent of {X, Xk : k ≥ 1}. In this paper, the authors obtain the necessary and sufficient conditions for the random sums Sτ=∑n=1^τ Xn to have a consistently varying tail when the random number τ has a heavier tail than the summands, i.e.,P(X〉x)/P(τ〉x)→0 as x →∞.
出处 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2014年第1期69-78,共10页 数学年刊(B辑英文版)
基金 Project supported by the National Natural Science Foundation of China(No.11071182)
关键词 Asymptotic behavior Random sums Heavy-Tailed distribution 随机数 负相关 尾概率 相依随机变量 充分必要条件 分布函数 求和
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