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Some Conclusions about Heavy-tailed Subclasses and Refined Large Deviations

WANG Jin-liang,ZHOU Ming-fa,WANG Kan-min   

  1. Department of Science,Jiujiang University,Jiujiang 332005,Jiangxi Province,China
  • Received:2004-12-13 Revised:1900-01-01 Online:2005-09-26 Published:2005-09-26
  • Contact: WANG Jin-liang

Abstract: We have discovered the relationship between classical heavy-tailed class D of random variables and heavy-tailed class ERV which can be more easily dealt with,and we have obtained the accurate large deviation conclusion about random sums of heavy-tailed random variables that belongs to the class D. As to the random sums when summands’distribution functions are heavier than λ·e-c , we have got similar conclusions.

Key words: heavy-tailed random variable, accurate large deviation, moment generating function, subexponential distribution

CLC Number: 

  • O211.1