In this paper, we study the case of independent sums in multi-risk model. Assume that there exist k types of variables. The ith are denoted by （Xij,j ≥ 1）, which are i.i.d. with common density function fi（x） ∈ O...In this paper, we study the case of independent sums in multi-risk model. Assume that there exist k types of variables. The ith are denoted by （Xij,j ≥ 1）, which are i.i.d. with common density function fi（x） ∈ OR and finite mean, i =- 1,., k. We investigate local large deviations for partial sums ∑i=1^k Sni=∑i=1^k ∑j=1^ni Xij.展开更多
The regularly present paper proposes a new natural weak condition to replace the quasimonotone and Ovarying quasimonotone conditions, and shows the conclusion of the main result in still holds. Moreover, we prove that...The regularly present paper proposes a new natural weak condition to replace the quasimonotone and Ovarying quasimonotone conditions, and shows the conclusion of the main result in still holds. Moreover, we prove that any O-regularly varying quasimonotone condition implies this condition, thus the vague implication of quasimonotonieity can be avoided in practice展开更多
文摘In this paper, we study the case of independent sums in multi-risk model. Assume that there exist k types of variables. The ith are denoted by （Xij,j ≥ 1）, which are i.i.d. with common density function fi（x） ∈ OR and finite mean, i =- 1,., k. We investigate local large deviations for partial sums ∑i=1^k Sni=∑i=1^k ∑j=1^ni Xij.
基金Supported in paxt by Natural Science Foundation of China under the grant number 10471130.
文摘The regularly present paper proposes a new natural weak condition to replace the quasimonotone and Ovarying quasimonotone conditions, and shows the conclusion of the main result in still holds. Moreover, we prove that any O-regularly varying quasimonotone condition implies this condition, thus the vague implication of quasimonotonieity can be avoided in practice
