论文标题

概率证明了半偏差结果,用于过渡时的半exporten随机变量和显式速率函数

Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition

论文作者

Brosset, Fabien, Klein, Thierry, Lagnoux, Agnès, Petit, Pierre

论文摘要

总和S n = x 1 + $ $ $ \ times $ $ \ times $ \ times $ + x n独立且分布相同的实价随机变量的渐近偏差概率已得到广泛的研究,尤其是当x 1不合时地集成时。例如,A.V。 Nagaev在X N 1/2时为P(S N> X N)制定了精确的渐近学结果(请参阅[13,14])。在本文中,我们得出了粗糙的渐近造成结果(以对数尺度为单位),依靠大偏差理论的经典工具并在过渡时阐明速率函数。

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not exponentially integrable. For instance, A.V. Nagaev formulated exact asymptotics results for P(S n > x n) when x n > n 1/2 (see, [13, 14]). In this paper, we derive rough asymptotics results (at logarithmic scale) with shorter proofs relying on classical tools of large deviation theory and expliciting the rate function at the transition.

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