Large deviation probabilities for sums of heavy-tailed dependent random vectors (Q4371847)
From MaRDI portal
scientific article; zbMATH DE number 1106418
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviation probabilities for sums of heavy-tailed dependent random vectors |
scientific article; zbMATH DE number 1106418 |
Statements
Large deviation probabilities for sums of heavy-tailed dependent random vectors (English)
0 references
21 January 1998
0 references
multivariate stable distributions
0 references
regular variation
0 references
stable limit theorems
0 references
large deviations
0 references
stationary sequences
0 references
mixing
0 references
dependence
0 references