A note on logarithmic tail asymptotics and mixing

DOI10.1016/S0167-7152(00)00037-7MaRDI QIDQ1579846zbMATH OpenFDO

Authors Nina Gantert

Publication date 13 June 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(00)00037-7

zbMATH Keywords

Baum-Katz lawmixingrate of convergence in the strong lawregular varying tail

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50)

Review text

Let \(Y_1,Y_2,\ldots\) be a stationary and ergodic sequence of random variables. Under the assumption that this sequence is \(\beta\)-mixing, the author derives logarithmic tail asymptotics for the distribution of the arithmetic mean. The paper describes a particularly simple way of carrying over logarithmic tail asymptotics from the i.i.d. to the mixing case.

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Cites work

• Convergence Rates in the Law of Large Numbers
• Convergence rates in the strong law for bounded mixing sequences
• Convergence rates of the strong law for stationary mixing sequences
• Finitely determined processes - An indiscrete approach
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• scientific article; zbMATH DE number 934076 (Why is no real title available?)
• Point process and partial sum convergence for weakly dependent random variables with infinite variance
• Refined Large Deviation Limit Theorems
• Strong laws and summability for sequences of -mixing random variables in Banach spaces

Cited in

(18)

• On large deviations of multivariate heavy-tailed random walks
• Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables
• Winning ``Big in the St. Petersburg game
• A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
• Large deviations for solutions to stochastic recurrence equations under Kesten's condition
• Precise large deviations for dependent regularly varying sequences
• Large deviations for dependent heavy tailed random variables
• Large deviations of means of heavy-tailed random variables with finite moments of all orders
• A supplement to the laws of large numbers and the large deviations
• THE LIMIT THEOREMS UNDER LOGARITHMIC AVERAGES FOR MIXING RANDOM VARIABLES
• Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence
• A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables
• Large deviations for some dependent heavy tailed random sequences
• Large deviations for a super-heavy tailed -mixing sequence
• Upper and lower bounds of large deviations for some dependent sequences
• Some results on probabilities of moderate deviations
• Large deviations for m -dependent super-heavy tailed random variables
• Large gains in the St. Petersburg game

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