Large deviations for some dependent heavy tailed random sequences
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Qing Yin
Abstract
In this paper, let {Xn, n ≥ 1} be a sequence of random variables with heavy tailed distributions and define Sn = X1 + X2 + ⋯ + Xn,
This work is supported by National Natural Science Foundation of China (NSFC-11971154).
Acknowledgement
The authors are grateful to the three referees for their valuable reports which improved the presentation of this work.
Communicated by Gejza Wimmer
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© 2024 Mathematical Institute Slovak Academy of Sciences
Artikel in diesem Heft
- Prof. RNDr. Gejza Wimmer, DrSc. – 3/4 C?
- On hyper (r, q)-Fibonacci polynomials
- The pointfree version of 𝓒c(X) via the ranges of functions
- On the x-coordinates of Pell equations that are products of two Pell numbers
- Subordination properties and coefficient problems for a novel class of convex functions
- Certain radii problems for 𝓢∗(ψ) and special functions
- On direct and inverse Poletsky inequalities with a tangential dilatation
- Fourth-order nonlinear strongly non-canonical delay differential equations: new oscillation criteria via canonical transform
- Hermite interpolation of type total degree associated with certain spaces of polynomials
- Decomposition in direct sum of seminormed vector spaces and Mazur–Ulam theorem
- A fixed point technique to the stability of Hadamard 𝔇-hom-der in Banach algebras
- Compact subsets of Cλ,u(X)
- Variations of star selection principles on hyperspaces
- On lower density operators
- Gröbner bases in the mod 2 cohomology of oriented Grassmann manifolds G͠2t,3
- On the von Bahr–Esseen inequality for pairwise independent random vectors in Hilbert spaces with applications to mean convergence
- Large deviations for some dependent heavy tailed random sequences
- Metric, stratifiable and uniform spaces of G-permutation degree
- In memory of Paolo
Artikel in diesem Heft
- Prof. RNDr. Gejza Wimmer, DrSc. – 3/4 C?
- On hyper (r, q)-Fibonacci polynomials
- The pointfree version of 𝓒c(X) via the ranges of functions
- On the x-coordinates of Pell equations that are products of two Pell numbers
- Subordination properties and coefficient problems for a novel class of convex functions
- Certain radii problems for 𝓢∗(ψ) and special functions
- On direct and inverse Poletsky inequalities with a tangential dilatation
- Fourth-order nonlinear strongly non-canonical delay differential equations: new oscillation criteria via canonical transform
- Hermite interpolation of type total degree associated with certain spaces of polynomials
- Decomposition in direct sum of seminormed vector spaces and Mazur–Ulam theorem
- A fixed point technique to the stability of Hadamard 𝔇-hom-der in Banach algebras
- Compact subsets of Cλ,u(X)
- Variations of star selection principles on hyperspaces
- On lower density operators
- Gröbner bases in the mod 2 cohomology of oriented Grassmann manifolds G͠2t,3
- On the von Bahr–Esseen inequality for pairwise independent random vectors in Hilbert spaces with applications to mean convergence
- Large deviations for some dependent heavy tailed random sequences
- Metric, stratifiable and uniform spaces of G-permutation degree
- In memory of Paolo
