Precise large deviations for sums of random variables with consistently varying tails

DOI10.1239/jap/1077134670zbMath1051.60032OpenAlexW1965951725MaRDI QIDQ4819438

Hailiang Yang, Jia'an Yan, Kai Wang Ng, Qi-he Tang

Publication date: 24 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1077134670

zbMATH Keywords

random sumsheavy tailnegative associationconsistently varying tailprecise large deviationsdoubly stochastic processMatuszewska index

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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