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Elementary renewal theorems for widely dependent random variables with applications to precise large deviations

机译:基础续订定理​​,具有广泛依赖的随机变量,应用精确大偏差

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摘要

On the basis of Wang and Cheng (J. Math. Anal. Appl. 384 (2011) 597-606), this paper further investigates elementary renewal theorems for counting processes generated by random walks with widely orthant dependent increments. The obtained results improve the corresponding ones of the above-mentioned paper mainly in the sense of weakening the moment conditions on the positive parts of the increments. Meanwhile, a revised version of strong law of large numbers for random walks with widely orthant dependent increments is established, which improves Theorem 1.4 of Wang and Cheng (2011) by enlarging the regions of dominating coefficients. Finally, by using the above results, some precise large deviation results for a nonstandard renewal risk model are established, in which the innovations are widely orthant dependent random variables with common heavy tails, and the inter-arrival times are also widely orthant dependent.
机译:在王和程(J. Math。肛门。应用。384(2011)597-606),本文进一步调查了用于计算随机散步产生的过程的基本更新定理,以广泛的差异依赖性增量。所获得的结果主要提高了上述文件的相应的结果,主要是在弱化的时刻条件下的增量的瞬间条件感。与此同时,建立了随机散步的大量大量规定的修订版,通过扩大主导系数的区域来改善王和程(2011)的定理1.4。最后,通过使用上述结果,建立了一些精确的较大风险模型的大大偏差结果,其中创新是广泛的依赖性随机变量,具有共同的重型尾部,并且到达间隔时间也依赖性广泛矫直。

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