重尾随机变量无限加权和的大偏差补充

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2024-11-14 DOI:10.1016/j.spl.2024.110306

Jianan Shi , Zhenhong Yu , Yu Miao

引用次数: 0

摘要

设{X,Xn,n≥1}为独立且同分布的重尾非负随机变量序列，{ai(n),i≥1,n≥1}为非负数数组。本文研究无限加权和 ∑i=1∞ai(n)Xi 的大偏差，是对 Aurzada (2020) 的补充。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A supplement to the large deviations of infinite weighted sums of heavy tailed random variables

Let

{X, X_{n}, n \geq 1}

be a sequence of independent and identically distributed non-negative random variables with heavy tails and

{a_{i} (n), i \geq 1, n \geq 1}

be an array of non-negative numbers. In the present paper, we study the large deviation of infinite weighted sums

\sum_{i = 1}^{\infty} a_{i} (n) X_{i}

, which is a supplement of Aurzada (2020).

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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