A sharp inequality for the tail probabilities of sums of i.i.d.. r.v.'s with dominatedly varying tails

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	A sharp inequality for the tail probabilities of sums of i.i.d.. r.v.'s with dominatedly varying tails
	Tang, QH ; Yan, JA
	2002-08-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN	1006-9283
卷号	45 期号:8 页码:1006-1011
摘要	Let F be a distribution function supported on (-infinity, infinity) with a finite mean mu. In this note we show that if its tail (F) over bar = 1 - F is dominatedly varying, then for any gamma > max {mu, 0}, there exist C(gamma) > 0 and D(gamma) > 0 such that C(gamma)n (F) over bar (x) less than or equal to (F-n*) over bar less than or equal to D(gamma)n (F) over bar (x), for all n greater than or equal to 1 and all x greater than or equal to gamman. This inequality sharpens a classical inequality for the subexponential distribution case.
关键词	dominatedly varying tails subexponential distribution tail probabilities
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000177545600006
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17894
专题	应用数学研究所
通讯作者	Tang, QH
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Amsterdam, Dept Quantitat Econ, NL-1018 WB Amsterdam, Netherlands
推荐引用方式 GB/T 7714	Tang, QH,Yan, JA. A sharp inequality for the tail probabilities of sums of i.i.d.. r.v.'s with dominatedly varying tails[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,2002,45(8):1006-1011.
APA	Tang, QH,&Yan, JA.(2002).A sharp inequality for the tail probabilities of sums of i.i.d.. r.v.'s with dominatedly varying tails.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,45(8),1006-1011.
MLA	Tang, QH,et al."A sharp inequality for the tail probabilities of sums of i.i.d.. r.v.'s with dominatedly varying tails".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 45.8(2002):1006-1011.