摘要
We prove large deviation results on the partial and random sums s n =Σ i=1 n X i , n?1; S(t)=Σ i=1 N(t) X i , t?0, where {N(t);t?0} are non-negative integer-valued random variables and {X n ;n?1} are independent non-negative random variables with distribution, F n , of X n , independent of {N(t);t?0}. Special attention is paid to the distribution of dominated variation.
We prove large deviation results on the partial and random sums Sn = ∑ni=1 Xi, n≥1; S(t) =∑N(t)i=1 Xi, t≥0, where {N(t);t≥0} are non-negative integer-valued random variables and {Xn;n≥1} areindependent non-negative random variables with distribution, Fn, of Xn, independent of {N(t); t≥0}. Specialattention is paid to the distribution of dominated variation.
基金
This work was supported in part by the National Natural Science Foundation of China(Grant Nos.10071058,70273209)
the Ministry of Education of China.The authors are grateful to the referees for their comments and suggestions,which led to the present imp
