Large deviations for dependent heavy tailed random variables

DOI10.1016/J.JKSS.2011.09.001MaRDI QIDQ459489zbMATH OpenOpenAlexFDO

Authors Yu Miao, Tianyu Xue, Ke Wang, Fangfang Zhao

Publication date 13 October 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2011.09.001

zbMATH Keywords

heavy tailslarge deviationsnegatively associatedstationary sequence\(m\)-dependentlogarithmic asymptotic behaviors

Mathematics Subject Classification ID

Large deviations (60F10)

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
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• scientific article; zbMATH DE number 2206055 (Why is no real title available?)
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• A note on logarithmic tail asymptotics and mixing
• Large deviations view points for heavy-tailed random walks
• Negative association of random variables, with applications

Cited in

(13)

• Large deviations for heavy-tailed factor models
• A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
• A supplement to the laws of large numbers and the large deviations
• Large deviations for a super-heavy tailed \(\beta\)-mixing sequence
• Large deviations for point processes based on stationary sequences with heavy tails
• On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
• Large deviations for some dependent heavy tailed random sequences
• Large deviations viewpoints for a heavy-tailed \(\beta\)-mixing sequence
• Some limit results for Pareto random variables
• Upper and lower bounds of large deviations for some dependent sequences
• scientific article; zbMATH DE number 2111285 (Why is no real title available?)
• Limit behaviors for a \(\beta \)-mixing sequence in the St. Petersburg game
• Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence

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