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Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables

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  • Chen, Zhangting
  • Cheng, Dongya

Abstract

This paper obtains some asymptotic upper and lower bounds of precise large deviations for non-centralized sums of partial sums and random sums, where the summands are extended negatively dependent random variables with dominatedly-varying-tailed distributions supported on (−∞,+∞).

Suggested Citation

  • Chen, Zhangting & Cheng, Dongya, 2024. "Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables," Statistics & Probability Letters, Elsevier, vol. 211(C).
  • Handle: RePEc:eee:stapro:v:211:y:2024:i:c:s0167715224001032
    DOI: 10.1016/j.spl.2024.110134
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    References listed on IDEAS

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    1. Fotios Loukissas, 2019. "Precise large deviations for strong subexponential distributions and applications on a multi risk model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(20), pages 5175-5190, October.
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    4. Yiqing Chen & Kam C. Yuen & Kai W. Ng, 2011. "Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation," Methodology and Computing in Applied Probability, Springer, vol. 13(4), pages 821-833, December.
    5. Liu, Li, 2009. "Precise large deviations for dependent random variables with heavy tails," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1290-1298, May.
    6. Tang, Qihe & Su, Chun & Jiang, Tao & Zhang, Jinsong, 2001. "Large deviations for heavy-tailed random sums in compound renewal model," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 91-100, March.
    7. Shijie Wang & Xuejun Wang & Wensheng Wang, 2014. "Precise Large Deviations of Aggregate Claims with Dominated Variation in Dependent Multi-Risk Models," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-9, April.
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