中国科学技术大学学报 ›› 2019, Vol. 49 ›› Issue (5): 390-396.DOI: 10.3969/j.issn.0253-2778.2019.05.006

• 原创论文 • 上一篇    下一篇

基于精细大偏差下D族随机变量的随机和及其最大值的封闭性

郭 多   

  1. 安徽大学数学科学学院,安徽合肥 230601
  • 收稿日期:2018-05-31 修回日期:2019-06-03 出版日期:2019-05-31 发布日期:2019-05-31
  • 通讯作者: 汪世界
  • 作者简介:郭多,女,1992年生,硕士.研究方向:保险精算.E-mail: 1095062147@qq.com
  • 基金资助:
    安徽省自然科学基金(1808085MA16),安徽大学科研训练计划项目(KYXL2016005)资助.

Closure property of random sum and its maximum of random variables from class D based on precise large deviation principles

GUO Duo   

  1. School of Mathematical Sciences,Anhui University,Hefei 230601,China
  • Received:2018-05-31 Revised:2019-06-03 Online:2019-05-31 Published:2019-05-31

摘要: 令 X={X1,X2,…} 是一列独立但不同分布的随机变量序列, η 是另一整数值计数随机变量,且独立于 X .研究了随机和 Sη=∑ηk=1 Xk 和随机和的最大值 S(η)=max{S0,…,Sη} .假设对任意的 k≥1,Xk 为 D 族随机变量,利用 D 族随机变量精细大偏差的结果,在一些条件下,证明了 Sη 和 S(η) 仍属于 D 族.这拓展了前人研究的相关结果.

关键词: 随机和, 最大值, 精细大偏差, 封闭性

Abstract: Let X={X1,X2,…} be a sequence of independent but not necessarily identically distributed random variables,and let η be an integer-valued counting random variable independent of X .Random sum Sη=∑ηk=1 Xk and its maximum S(η)=max{S0,…,Sη} were studied. Assuming that each Xk belongs to the class of D , by using the result of the precise large deviation principles on class D , it was proven that the distributions of Sη and S(η) belong to the same class under some conditions.The obtained results expand the related ones of previous studies.

Key words: random sum, random maximum, precise large deviation, closure property