Large deviation probabilities for sums of heavy-tailed dependent random vectors

DOI10.1080/15326349708807444MaRDI QIDQ4371847zbMATH OpenOpenAlexFDO

Authors Adam Jakubowski, Alexander V. Nagaev, Alexander Zaigraev

Publication date 21 January 1998

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL http://kpbc.umk.pl/Content/39958

zbMATH Keywords

dependencelarge deviationsmixingmultivariate stable distributionsregular variationstable limit theoremsstationary sequences

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Large deviations (60F10)

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Cited in

(9)

• \(\alpha\)-stable limit theorems for sums of dependent random vectors
• Multidimensional limit theorems allowing large deviations for densities of regular variation
• Minimal conditions in p-stable limit theorems. II
• Precise large deviations for sums of random vectors with dependent components of consistently varying tails
• Multivariate large deviations with stable limit laws
• Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case
• Large deviation probabilities for sums of lattice random vectors with heavy-tailed distribution
• Tails of polynomials of random variables and stable limits for nonconventional sums
• Stable limits for sums of dependent infinite variance random variables

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