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文章基本信息

  • 标题:Precise lim sup behavior of probabilities of large deviations for sums of i.i.d. random variables
  • 本地全文:下载
  • 作者:Deli Li ; Andrew Rosalsky
  • 期刊名称:International Journal of Mathematics and Mathematical Sciences
  • 印刷版ISSN:0161-1712
  • 电子版ISSN:1687-0425
  • 出版年度:2004
  • 卷号:2004
  • 期号:66
  • 页码:3565-3576
  • DOI:10.1155/S0161171204406516
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    Let { X , X n ; n ≥ 1 } be a sequence of real-valued i.i.d. random variables and let S n = ∑ i = 1 n X i , n ≥ 1 . In this paper, we study the probabilities of large deviations of the form t n^{1/p})$"> P ( S n > t n 1 / p ) , P ( S n < − t n 1 / p ) , and t n^{1/p})$"> P ( | S n | > t n 1 / p ) , where 0$"> t > 0 and 0 < p < 2 . We obtain precise asymptotic estimates for these probabilities under mild and easily verifiable conditions. For example, we show that if S n / n 1 / p → P 0 and if there exists a nonincreasing positive function ϕ ( x ) on [ 0 , ∞ ) which is regularly varying with index α ≤ − 1 such that x^{1/p})/\phi(x)=1$"> lim sup x → ∞ P ( | X | > x 1 / p ) / ϕ ( x ) = 1 , then for every 0$"> t > 0 , tn^{1/p})/(n\phi(n))=t^{p\alpha}$"> lim sup n → ∞ P ( | S n | > t n 1 / p ) / ( n ϕ ( n ) ) = t p α .

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