Large deviation probabilities for sums of heavy-tailed dependent random vectors (Q4371847)
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scientific article; zbMATH DE number 1106418
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| 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)
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21 January 1998
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multivariate stable distributions
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regular variation
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stable limit theorems
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large deviations
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stationary sequences
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mixing
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dependence
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0.8713639378547668
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0.8488373756408691
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0.8293808698654175
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0.8101387023925781
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