Precise large deviations for sums of random variables with consistently varying tails

Journal of Applied Probability

Volumn 41, Issue 1, 2004, Pages 93-107

  Ng, Kai W ^a   Tang, Qihe ^b   Yan, Jia An ^c,d   Yang, Hailiang ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

^c INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^d CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Consistently varying tail; Doubly stochastic process; Heavy tail; Matuszewska index; Negative association; Precise large deviations; Random sums

Indexed keywords

EID: 2442459020     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1077134670     Document Type: Article

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