A note on logarithmic tail asymptotics and mixing
From MaRDI portal
Publication:1579846
DOI10.1016/S0167-7152(00)00037-7zbMath0963.60024MaRDI QIDQ1579846
Publication date: 13 June 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
Related Items (11)
Winning ``Big in the St. Petersburg game ⋮ Large deviations for solutions to stochastic recurrence equations under Kesten's condition ⋮ Precise large deviations for dependent regularly varying sequences ⋮ A supplement to the laws of large numbers and the large deviations ⋮ A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables ⋮ Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence ⋮ Large deviations for dependent heavy tailed random variables ⋮ Large gains in the St. Petersburg game ⋮ Upper and lower bounds of large deviations for some dependent sequences ⋮ Large deviations of means of heavy-tailed random variables with finite moments of all orders ⋮ On large deviations of multivariate heavy-tailed random walks
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convergence rates in the strong law for bounded mixing sequences
- Finitely determined processes - An indiscrete approach
- Strong laws and summability for sequences of \(\varphi\)-mixing random variables in Banach spaces
- Point process and partial sum convergence for weakly dependent random variables with infinite variance
- Convergence rates of the strong law for stationary mixing sequences
- Refined Large Deviation Limit Theorems
- Convergence Rates in the Law of Large Numbers
This page was built for publication: A note on logarithmic tail asymptotics and mixing