Precise large deviations of random sums in presence of negative dependence and consistent variation

DOI10.1007/s11009-010-9194-7zbMath1242.60027OpenAlexW2132652461MaRDI QIDQ429982

Yiqing Chen, Kam-Chuen Yuen, Kai Wang Ng

Publication date: 20 June 2012

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-010-9194-7

zbMATH Keywords

uniformitycounting processconsistent variationlower/upper extended negative dependenceprecise large deviation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) Stochastic integral equations (60H20)

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Uses Software

• QRM

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