Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419): Difference between revisions

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+Mixing properties of harris chains and autoregressive processes
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+Q4726487
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+On the \(\varphi\)-mixing condition for stationary random sequences
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+Subexponentiality of the product of independent random variables
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+Mixing properties of ARCH and time-varying ARCH processes
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+Asymptotic results for multiplexing subexponential on-off processes
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+Large deviations of heavy-tailed random sums with applications in insurance and finance
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+Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
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+Precise large deviations for dependent random variables with heavy tails
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+Markov Processes, Gaussian Processes, and Local Times
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+Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
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+Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
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+Large deviations of sums of independent random variables
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+Precise large deviations for sums of random variables with consistently varying tails
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+Some asymptotic results for one-sided large deviation probabilities
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+Nonparameteric estimation in mixing sequences of random variables
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+Large deviations for sums of independent heavy-tailed random variables
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+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
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+Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
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+Uniform asymptotics of the finite-time ruin probability for all times
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