Large deviations for dependent heavy tailed random variables
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Publication:459489
DOI10.1016/J.JKSS.2011.09.001zbMATH Open1296.60070OpenAlexW2029166098MaRDI QIDQ459489FDOQ459489
Authors: Yu Miao, Tianyu Xue, Ke Wang, Fangfang Zhao 
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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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 (13)
- A supplement to the laws of large numbers and the large deviations
- Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence
- Large deviations for heavy-tailed factor models
- On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
- Large deviations viewpoints for a heavy-tailed \(\beta\)-mixing sequence
- Some limit results for Pareto random variables
- Large deviations for point processes based on stationary sequences with heavy tails
- 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
- 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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