Precise large deviation for the difference of two sums of random variables

DOI10.1080/03610926.2013.804568MaRDI QIDQ2807681zbMATH OpenOpenAlexFDO

Authors Dawei Lu, Lixin Song, Xiaohu Wang

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.804568

zbMATH Keywords

consistently varying tailed distributionsdifference of two sums of heavy-tailed random variablesheavy-tailedprecise large deviations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Sums of independent random variables; random walks (60G50)

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Cites work

• Asymptotic results for multiplexing subexponential on-off processes
• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
• Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
• Large deviations for heavy-tailed random sums in compound renewal model
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• On the ruin probabilities of a bidimensional perturbed risk model
• Precise large deviations for sums of random variables with consistently varying tails
• Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
• Subexponentiality of the product of independent random variables

Cited in

(4)

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• Precise large deviation for the difference of random sum of NA random variables
• Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models

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