Local precise large and moderate deviations for sums of independent random variables

DOI10.1007/S11401-016-1002-4MaRDI QIDQ335049zbMATH OpenOpenAlexFDO

Authors Fengyang Cheng, Ming-Hua Li

Publication date 2 November 2016

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11401-016-1002-4

zbMATH Keywords

large deviationsmoderate deviationsindependent random variables\(O\)-regularly varying functionintermediate regularly varying function

Mathematics Subject Classification ID

Large deviations (60F10)

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• scientific article; zbMATH DE number 3590536 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• A large deviation local limit theorem
• A local limit theorem on one-sided large deviations for dominated-variation distributions
• A one-sided large deviation local limit theorem
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• Intermediate Regular and Π Variation
• Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
• One-sided local large deviation and renewal theorems in the case of infinite mean
• Sojourns and extremes of a diffusion process on a fixed interval

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(6)

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• Precise local large deviations for heavy-tailed random sums with applications to risk models
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