Asymptotics Lower Bounds of Precise Large Deviations for Sums of Nonnegative Dependent Random Variables 

Author  HeWei 
Tutor  WangYueBao 
School  Suzhou University 
Course  Probability Theory and Mathematical Statistics 
Keywords  Precise large deviations Asymptotic lower bound Dependent structure Multirisk model 
CLC  O211.5 
Type  Master's thesis 
Year  2012 
Downloads  20 
Quotes  0 
It is well known that deviation theory is one of the hot research issues in probabilistic theory, scholars concentrated on the issue for a long time, and many results in this field have been obtained. In this paper, based on the work of Konstantinides and Loukissas(2011), we study some asymptotic lower bounds of precise large deviations for nonrandom sums and random sums of nonnegative random variables (r.v.s) under some fairly weak conditions. The obtained results are used to derive asymptotic lower bounds of precise large deviations in a multirisk model. All the results we established extend and improve the related existing results substantially.