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Large deviations for random variables with two-sided distributions

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Publication:3404591
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zbMATH Open1199.60070MaRDI QIDQ3404591FDOQ3404591

Yuebao Wang, Yang Yang

Publication date: 12 February 2010





Recommendations

  • Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
  • Precise large deviations for negatively associated random variables with consistently varying tails
  • Large deviations and moderate deviations for sums of negatively dependent random variables
  • Precise large deviation for the difference of non-random sums of NA random variables
  • Precise large deviations for sums of negatively associated heavy-tailed random variables in \(\mathcal{D}\cap \mathcal{L}\)


zbMATH Keywords

negative associationprecise large deviationrough large deviation


Mathematics Subject Classification ID

Large deviations (60F10)



Cited In (2)

  • Some Estimates for Probabilities of One-Sided Large Deviations
  • Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims





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