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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Probabilidades assint?ticas da cauda de somas ponderadas de vari?veis aleat?rias dependentes com varia??o dominada

F?lix, Wenia Valdevino 20 February 2015 (has links)
Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2016-01-26T21:29:52Z No. of bitstreams: 1 WeniaValdevinoFelix_DISSERT.pdf: 1143907 bytes, checksum: 4ce4f7b611784dde68d2cc2278b2cf68 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2016-02-02T19:29:21Z (GMT) No. of bitstreams: 1 WeniaValdevinoFelix_DISSERT.pdf: 1143907 bytes, checksum: 4ce4f7b611784dde68d2cc2278b2cf68 (MD5) / Made available in DSpace on 2016-02-02T19:29:21Z (GMT). No. of bitstreams: 1 WeniaValdevinoFelix_DISSERT.pdf: 1143907 bytes, checksum: 4ce4f7b611784dde68d2cc2278b2cf68 (MD5) Previous issue date: 2015-02-20 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior - CAPES / Neste trabalho estudamos o comportamento assint?tico das probabilidades da cauda das somas aleat?rias ponderadas de vari?veis aleat?rias com certa estrutura de depend?ncia e de varia??o dominada, baseados no artigo de Hai-zhong Yang, com t?tulo ?Asymptotic Tail Probability of Randomly Weighted Sums of Dependent Random Variables with Dominated Variation?. Para tanto, apresentamos resultados essenciais sobre a classe de distribui??es de cauda pesada que cont?m as seguintes subclasses: de cauda subexponencial, longa, varia??o regular,varia??o regular estendida e varia??o dominada, dentre outras. Nosso objetivo ? proporcionar todo um embasamento te?rico para esclarecer ao m?ximo a demonstra??o do Teorema de Yang. Para isto, apresentamos a demonstra??o de tr?s lemas principais e de alguns resultados que s?o utilizados na demonstra??o desses lemas.

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