Large deviations for some dependent heavy tailed random sequences

DOI10.1515/MS-2024-0017zbMATH Open1540.60048MaRDI QIDQ6550097FDOQ6550097

Authors: Qing Yin, Yu Miao 

Publication date: 4 June 2024

Published in: Mathematica Slovaca (Search for Journal in Brave)

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zbMATH Keywords

large deviationsacceptable random variableswidely acceptable random variablesheavy tailed

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

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• Large deviations for dependent heavy tailed random variables
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• Upper and lower bounds of large deviations for some dependent sequences
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• Large gains in the St. Petersburg game
• A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
• A supplement to the laws of large numbers and the large deviations
• Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence
• Limit behaviors for a \(\beta \)-mixing sequence in the St. Petersburg game

Cited In (1)

• Limit behaviors for a heavy-tailed \(\beta\)-mixing random sequence

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