Large deviations for dependent heavy tailed random variables

DOI10.1016/j.jkss.2011.09.001zbMath1296.60070OpenAlexW2029166098MaRDI QIDQ459489

J. Herrera, D. Rodríguez-Gómez

Publication date: 13 October 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.09.001

zbMATH Keywords

large deviationsheavy tailsstationary sequencenegatively associated\(m\)-dependentlogarithmic asymptotic behaviors

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (5)

A supplement to the laws of large numbers and the large deviations ⋮ A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables ⋮ Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence ⋮ Upper and lower bounds of large deviations for some dependent sequences ⋮ Some Limit Results for Pareto Random Variables

Cites Work

• Large deviations view points for heavy-tailed random walks
• A note on logarithmic tail asymptotics and mixing
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Negative association of random variables, with applications
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