(鐵嶺市師范高等??茖W校,遼寧鐵嶺112001)
設{ηn,n≥1}為一服從二元上尾獨立分布的隨機變量序列,其共同分布為A(x)=P(η≤x).設{Nt,t≥0}為一個與{ηn,n≥1}獨立的取非負整數(shù)值的計數(shù)過程.記為確定和,非確定和,它們的尾概率的性態(tài)可以用來評估保險公司的破產概率,而重尾分布可以刻畫這種特性,所以近年來學者們特別關注重尾隨機變量和的精確大偏差的極限性態(tài).文獻[5]研究了獨立同分布帶有長尾的隨機變量和的精確大偏差,文獻[6]研究了負相依關系的帶有長尾分布的隨機變量和的精確大偏差.文獻[4]中提出二元上尾獨立的概念,本文在此基礎上討論了長尾分布上的二元上尾獨立關系的隨機變量和的精確大偏差.
以下采用記號a1(x)>a2(x),如果limx→∞inf,其中a(·)和a(·)是兩個取正值的12函數(shù).
定理2.1 設{ηn,n≥1}為一個二元上尾獨立的隨機變量序列,其共同分布為服從長尾分布的分布函數(shù)A(x),且存在有限的數(shù)學期望μ,則對任意常數(shù)a>0,當n→∞ 時,對x≥an一致地有:
由文獻[1]我們給出一個假設條件:
當t→∞ 時,對于任意的δ>0和任意小的有
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