Precise large deviation of the surplus process in a perturbed model

DOI

10.2991/isci-15.2015.269How to use a DOI?

Keywords

Precise large deviation; the surplus process; extended negative dependence; quasi-renewal process.

Abstract

In this paper, we consider a perturbed model in which are extended negatively dependent random variables with consistently varying tails, are idependent, identically distributed random variables. We give precise large deviation of the surplus process .

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Yinghua Dong
PY  - 2015/01
DA  - 2015/01
TI  - Precise large deviation of the surplus process in a perturbed model
BT  - Proceedings of the 2015 International Symposium on Computers & Informatics
PB  - Atlantis Press
SP  - 2054
EP  - 2061
SN  - 2352-538X
UR  - https://doi.org/10.2991/isci-15.2015.269
DO  - 10.2991/isci-15.2015.269
ID  - Dong2015/01
ER  -