CAJ | 학술논문

研究不独立、不同分布的精细大偏差问题,其中假设{X n ,n≥1}是一列负相依的随机变量序列,{F n ,n≥1}为其对应的分布函数列。在满足一定的条件下,重点解决非随机和的精细大偏差的下限问题,得到相对应的随机和的一致渐近结论,并将所得结论应用到更为实际的复合更新风险模型中,验证了其理论与实际价值。
연구불독립、불동분포적정세대편차문제,기중가설{X n ,n≥1}시일렬부상의적수궤변량서렬,{F n ,n≥1}위기대응적분포함수렬。재만족일정적조건하,중점해결비수궤화적정세대편차적하한문제,득도상대응적수궤화적일치점근결론,병장소득결론응용도경위실제적복합경신풍험모형중,험증료기이론여실제개치。
The precise large deviations of non-independent and non-identical distributions are investigated,where {X n ,n ≥ 1 } is a sequence of negative dependence random variables with distribution functions {F n ,n ≥ 1 }.Under certain conditions,the lower bound of the precise large deviations for the non-random sums is solved, and the uniformly asymptotic results for the corresponding random sums are obtained.The research results are applied to the more practical compound renewal risk model,and the theoretical and practical values are verified.