Large deviations for dependent heavy tailed random variables

DOI10.1016/J.JKSS.2011.09.001zbMATH Open1296.60070OpenAlexW2029166098MaRDI QIDQ459489FDOQ459489

Tianyu Xue, Yu Miao, Fangfang Zhao, Ke Wang

Publication date: 13 October 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.09.001

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zbMATH Keywords

heavy tailslarge deviationsnegatively associatedstationary sequence\(m\)-dependentlogarithmic asymptotic behaviors

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

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• Negative association of random variables, with applications
• A comparison theorem on moment inequalities between negatively associated and independent random variables
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• A note on logarithmic tail asymptotics and mixing
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• Large deviations view points for heavy-tailed random walks

Cited In (10)

• A supplement to the laws of large numbers and the large deviations
• Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence
• On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
• A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
• Large deviations for a super-heavy tailed \(\beta\)-mixing sequence
• Some Limit Results for Pareto Random Variables
• Title not available (Why is that?)
• Large deviations for some dependent heavy tailed random sequences
• Limit behaviors for a \(\beta \)-mixing sequence in the St. Petersburg game
• Upper and lower bounds of large deviations for some dependent sequences

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