中国科学A辑(英文版)
中國科學A輯(英文版)
중국과학A집(영문판)
SCIENCE IN CHINA
2002年
8期
1006-1011
,共6页
dominatedly varying tails%subexponential distribution%tail probabilities
Let F be a distribution function supported on (-∞, ∞) with a finite mean μ. In this note weshow that if its tail F = 1 - F is dominatedly varying, then for any γ＞ max{μ, 0}, there exist C(γ) ＞ 0 and D(γ) ＞ 0 such thatC(γ)nF(x) ≤ Fn*(x) ≤ D(γ)nF(x),for all n ≥ 1 and all x ≥γn. This inequality sharpens a classical inequality for the subexponential distributioncase.
