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On The Expansion Of Large Deviation Of Random Walk With High Order General Regular Variation Tails

Posted on:2009-03-25Degree:MasterType:Thesis
Country:ChinaCandidate:H B JiFull Text:PDF
GTID:2120360245976388Subject:Operational Research and Cybernetics
Abstract/Summary:PDF Full Text Request
In this paper high order general regular variation condition is proposed.Under this condition, the large deviation probabilities for the sums and the maxima of partial sums of independent and identically distributed(i.i.d) random variables are investigated, and condition [D_k] is improved.In chapter 1, we introduce some presumptions and some known results.In chapter 2, we give the high order general regular variation conditionfrom the definition of high order general regular variation and its properties.In chapter 3, under the high order general regular variation condition,we obtain the estimation of V_n(x) (?) P{S_n > x} and V_n(x) (?) P{S_n > x} in different way.
Keywords/Search Tags:large deviation, random walk, regular variation
PDF Full Text Request
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