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一类非平稳高斯序列超过数点过程与和的渐近性
  • ISSN号：1000-0577
  • 期刊名称：《系统科学与数学》
  • 时间：0
  • 分类：O211[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]常熟理工学院数学与统计学院,江苏常熟215500, [2]苏州大学数学科学学院,江苏苏州215006, [3]南通大学理学院,江苏南通226019
  • 相关基金：国家自然科学基金项目（11071182;11226208;11426139）
作者： 谭中权[1,2], 彭作祥[3]
关键词： LéVY过程, 更新过程, 尾概率的渐近性, Levy processes, renewal proeesses, asymptotic tail probability
中文摘要：

给出了一类Lévy过程与更新过程和的尾概率的渐近性,这两个过程满足一种可以包含部分正相关和负相关的非常宽泛的相依结构.在此基础上针对一些特殊情形,讨论了这些相依和的最大值的尾概率的渐近性.

英文摘要：

In this paper, the asymptotics for the tail probabilities of the sums of Levy processes and renewal processes have been presented, where the two processes satisfy the dependence structures given by refer ence. Based on these results, for some special eases, we have discussed the asymptotic behavior for the tail probabilities of the maxima of these dependent sums.

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两类随机过程的局部渐近理论及在保险中的应用
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期刊信息
  • 《系统科学与数学》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国科学院数学与系统科学研究院
  • 主编：张纪峰
  • 地址：北京中关村中国科学院系统科学研究所
  • 邮编：100190
  • 邮箱：jssms@iss.ac.cn
  • 电话：010-62555263
  • 国际标准刊号：ISSN：1000-0577
  • 国内统一刊号：ISSN：11-2019/O1
  • 邮发代号:2-563
  • 获奖情况:
  • 1997年数学类期刊影响因子第三名,2000年获中科院优秀期刊三等奖,中国期刊方阵“双效”期刊
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  • 被引量:6798