Large deviations for sums of independent random variables with dominatingly varying tails

DOI10.1007/S11766-007-0010-2MaRDI QIDQ2464002zbMATH OpenOpenAlexFDO

Authors Ying Zhang, Fanchao Kong

Publication date 7 December 2007

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-007-0010-2

zbMATH Keywords

dominated variationheavy-tailedlarge deviation

Mathematics Subject Classification ID

Large deviations (60F10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A contribution to large deviations for heavy-tailed random sums
• A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
• Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails

Cited in

(16)

• Large deviations for trajectories of sums of independent random variables
• Probabilities of large deviations for sums of random number of i. i. d. random variables and its application to a compound Poisson process
• Large deviations of sums of random variables of two types
• Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure
• Large deviations for product of sums of random variables
• A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
• The structure and precise moderate deviations of random variables with dominatedly varying tails
• Large deviations for sums of random variables of two types
• The bounds of large deviations probabilities
• scientific article; zbMATH DE number 27023 (Why is no real title available?)
• Large deviations of sums mainly due to just one summand
• scientific article; zbMATH DE number 5226437 (Why is no real title available?)
• Large deviations for sums of independent non identically distributed random variables
• Asymptotics of discounted aggregate claims for renewal risk model with risky investment
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• Large deviations for random sums of negatively dependent random variables with consistently varying tails

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