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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Large deviation probabilities for sums of heavy-tailed dependent random vectors
scientific article; zbMATH DE number 1106418

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    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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