论文标题
概率证明了半偏差结果,用于过渡时的半exporten随机变量和显式速率函数
Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition
论文作者
论文摘要
总和S n = x 1 + $ $ $ \ times $ $ \ times $ \ times $ + x n独立且分布相同的实价随机变量的渐近偏差概率已得到广泛的研究,尤其是当x 1不合时地集成时。例如,A.V。 Nagaev在X N 1/2时为P(S N> X N)制定了精确的渐近学结果(请参阅[13,14])。在本文中,我们得出了粗糙的渐近造成结果(以对数尺度为单位),依靠大偏差理论的经典工具并在过渡时阐明速率函数。
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not exponentially integrable. For instance, A.V. Nagaev formulated exact asymptotics results for P(S n > x n) when x n > n 1/2 (see, [13, 14]). In this paper, we derive rough asymptotics results (at logarithmic scale) with shorter proofs relying on classical tools of large deviation theory and expliciting the rate function at the transition.