Abstract
In this paper the large deviation results for partial and random sums
are proved, where {N(t); t ≥ 0} is a counting process of non-negative integer-valued random variables, and {X n ; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions.
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Supported by the Science Foundation of the Education Committee of Anhui Province(0505101).
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Kong, F., Zhang, Y. Large deviations for sums of independent random variables with dominatedly varying tails. Appl. Math. Chin. Univ. 22, 78–86 (2007). https://doi.org/10.1007/s11766-007-0010-2
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DOI: https://doi.org/10.1007/s11766-007-0010-2