Precise large deviations for sums of dependent random variables with subexponential distribution-Reference-Cited by-同舟云学术

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Precise large deviations for sums of dependent random variables with subexponential distribution

Published:2024-05-23 Issue: Volume: Page:1-18
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Lu Dawei¹,Cai Xiaoli¹

Affiliation:

1. School of Mathematical Sciences, Dalian University of Technology, Dalian, China

Funder

Dalian High-Level Talent Innovation Program

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

National Key Research and Development Program of China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2024.2356068

Reference22 articles.

1. Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times

2. Precise large deviation results for the total claim amount under subexponential claim sizes

3. The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables

4. Precise large deviations for widely orthant dependent random variables with different distributions;Gao M.;Journal of Inequalities and Applications,2018

5. Asymptotic normality of trimmed sums of φ-mixing random variables.;Hahn M.;The Annals of Probability,1987

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