Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
نویسندگان
چکیده
منابع مشابه
Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
Since the pioneering works of C.C. Heyde, A.V. Nagaev, and S.V. Nagaev in 1960’s and 1970’s, the precise asymptotic behavior of large-deviation probabilities of sums of heavy-tailed random variables has been extensively investigated by many people, but mostly it is assumed that the random variables under discussion are independent. In this paper, we extend the study to the case of negatively de...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2006
ISSN: 1083-6489
DOI: 10.1214/ejp.v11-304