%0 Journal Article
%T 宽象限相依随机变量最大和与随机和的渐近尾概率
Asymptotic Tail Probabilities of Maxima of Sums and Random of Sums for Widely Orthant Dependent Random Variables
%A 陈洋
%J Advances in Applied Mathematics
%P 3794-3803
%@ 2324-8009
%D 2023
%I Hans Publishing
%R 10.12677/AAM.2023.129373
%X 本文研究了服从重尾分布的宽象限相依随机变量的最大和与随机和的渐近尾概率,其中随机变量服从长尾分布与控制变化尾分布族的交。结果显示在一定条件下,我们将已有的结果较好的推广到了宽象限相依结构,其最大和与随机和的渐近尾概率仍然成立。
In this paper, we consider the asymptotic tail probabilities of maxima of sums and random of sums for widely orthant dependent random variables with heavy tails. The random variables belong to the intersection of the long-tailed distributions class and the dominated varying tails distributions class. Under certain conditions, we will extend the results to the widely dependence structure, and the asymptotic tail probabilities of maxima of sums and random of sums are still true.
%K 重尾,最大和,随机和,宽象限相依,尾概率
Heavy Tails
%K Maxima of Sums
%K Random of Sums
%K Widely Orthant Dependent
%K Tail Probabilities
%U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=71538