IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v80y2010i19-20p1559-1567.html
   My bibliography  Save this article

Local precise large deviations for sums of random variables with O-regularly varying densities

Author

Listed:
  • Yang, Yang
  • Leipus, Remigijus
  • Siaulys, Jonas

Abstract

In this paper we establish a local precise large deviation result for sums Sn, n=1,2,... of independent and identically distributed random variables X1,X2,... with O-regularly varying densities f. The asymptotic behavior of the probability is comparable, for fixed T, with quantities or n(F(x+T)-F(x)).

Suggested Citation

  • Yang, Yang & Leipus, Remigijus & Siaulys, Jonas, 2010. "Local precise large deviations for sums of random variables with O-regularly varying densities," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1559-1567, October.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:19-20:p:1559-1567
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00172-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jiang, Tao & Wang, Yuebao & Cui, Zhaolei & Chen, Yuxin, 2019. "On the almost decrease of a subexponential density," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 71-79.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:80:y:2010:i:19-20:p:1559-1567. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.