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WANG Jin-liang,ZHOU Ming-fa,WANG Kan-min
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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
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WANG Jin-liang,ZHOU Ming-fa,WANG Kan-min. Some Conclusions about Heavy-tailed Subclasses and Refined Large Deviations[J].J4, 2005, 43(05): 567-572.
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URL: https://xuebao.jlu.edu.cn/lxb/EN/
https://xuebao.jlu.edu.cn/lxb/EN/Y2005/V43/I05/567
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