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

DOI10.1007/S11401-016-1002-4zbMATH Open1351.60028OpenAlexW2511531658MaRDI QIDQ335049FDOQ335049

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

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• Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
• One-sided local large deviation and renewal theorems in the case of infinite mean
• A local limit theorem on one-sided large deviations for dominated-variation distributions
• A large deviation local limit theorem
• Sojourns and extremes of a diffusion process on a fixed interval
• Title not available (Why is that?)
• Intermediate Regular and Π Variation
• A one-sided large deviation local limit theorem
• Local precise large deviations for sums of random variables with \(O\)-regularly varying densities

Cited In (6)

• Title not available (Why is that?)
• A refined Cramér-type moderate deviation for sums of local statistics
• Local precise large deviation probability for random sums
• Precise local large deviations for heavy-tailed random sums with applications to risk models
• Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
• Precise large deviations for sums of random variables with consistently varying tails

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