Precise large deviations for sums of two dimensional random vectors with depende

lyh12870 21 0 PDF 2020-07-19 01:07:46

二维重尾相依风险模型的精细大偏差,田海兰,沈新美,令${ec{X}_{k}, k geq 1}$为一列独立同分布二维非负随机向量, 边际分布为F1, F2, 均服从$ERV$族, 联合分布为F1,2, 有限均值向量 $ec{mu}=epec{X}_{1}$

Precise large deviations for sums of two dimensional random vectors with depende

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