Elementary renewal theorems for widely dependent random variables with applications to precise large deviations

DOI10.1080/03610926.2019.1586947MaRDI QIDQ5077424zbMATH OpenOpenAlexFDO

Authors Yuebao Wang, Dongya Cheng

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1586947

zbMATH Keywords

moment conditionscounting processesprecise large deviationswide dependenceelementary renewal theorems

Mathematics Subject Classification ID

Statistics (62-XX) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

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• Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
• Precise large deviations of random sums in presence of negative dependence and consistent variation
• Some concepts of negative dependence
• Subexponentiality of the product of independent random variables
• The strong law of large numbers for extended negatively dependent random variables
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
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Cited in

(3)

• A key renewal theorem for heavy tail distributions with \({\beta\in(0,0.5]}\)
• Basic renewal theorems for random walks with widely dependent increments
• The Kolmogorov strong law of large numbers for WOD random variables

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