Upper and lower bounds of large deviations for some dependent sequences (Q681584)

It is well known that the large deviation techniques are very useful tools in many areas of probability theory, statistics, statistical physics, insurance mathematics and other fields. Let \(X_n,n\geq 1\}\) be a sequence of random variables with \(S_n=\sum_{i=1}^nX_i\) and \(M_n=\max\{X_1,\ldots,X_n\}\). In this paper, upper and lower bounds of large deviations for \(S_n\) and \(M_n\) are considered, based on some dependent sequences of random variables and a class of random variables that satisfies the Marcinkiewicz-Zygmund-type inequality and the Rosenthal-type inequality. The results obtained in the paper generalize and improve some corresponding ones for independent random variables and negatively associated random variables. Here, the concept of stochastic domination plays an important role.