Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails

查看全文 作　　者：LIU Li School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China

出　　处：《Science China Mathematics》索引2010年第53卷第6期,共14页

基　　金：supported by National Natural Science Foundation of China(Grant No.10571139);the Research Foundation of Education Bureau of Hubei Province,China (Grant No.Q200710002) 摘　　要：This paper studies the moderate deviations of real-valued extended negatively dependent(END) random variables with consistently varying tails.The moderate deviations of partial sums are first given.The results are then used to establish the necessary and sufficient conditions for the moderate deviations of random sums under certain circumstances. 关键词：MODERATE deviation extended negative dependence consistently VARYING TAIL random SUM

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Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails

参考文献(24)

引证文献(44)

耦合文献(4)

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