Large deviations for random sums of negatively dependent random variables with consistently varying tails

Yu Chen and Weiping Zhang

Statistics & Probability Letters, 2007, vol. 77, issue 5, 530-538

Abstract: Let {Xk,k=1,2,...} be a sequence of negatively dependent random variables with common distribution F and finite expectation [mu]. Under the assumption that the tail probability is consistently varying as x tends to infinity, this paper investigates precise large deviations for the random sum , where {N(t),t[greater-or-equal, slanted]0} is a nonnegative and integer-valued process independent of {Xk,k=1,2,...}.

Keywords: Negative; dependence; Large; deviation; Random; sum; Consistently; varying; tail (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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