A supplement to the laws of large numbers and the large deviations

DOI10.1080/17442508.2021.1903465zbMath1492.60067arXiv2007.05150OpenAlexW3140419497MaRDI QIDQ5086729

Yu Miao, De Li Li

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.05150

zbMATH Keywords

large deviationslaws of large numbersheavy-tailed random variablessums of i.i.d. random variableslogarithmic asymptotic behaviours

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (2)

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

Cites Work

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