论文标题
半二角阵列的半偏差结果的较大偏差结果
Large deviation results for triangular arrays of semiexponential random variables
论文作者
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。当x 1具有半XP级分布时，Nagaev对P（S n> X N）的精确渐近学结果（参见，[16，17]）。在同一环境中，[4]得出的偏差的作者以对数刻度的结果依靠大偏差理论的经典工具并在过渡时阐明速率函数。在本文中，我们表现出对半分布的随机变量的三角形阵列的相同渐近行为，这不再是绝对连续的。
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 1 has a semiexponential distribution (see, [16, 17]). In the same setting, the authors of [4] derived deviation results at logarithmic scale with shorter proofs relying on classical tools of large deviation theory and expliciting the rate function at the transition. In this paper, we exhibit the same asymptotic behaviour for triangular arrays of semiexponentially distributed random variables, no more supposed absolutely continuous.
