IDEAS home Printed from https://ideas.repec.org/a/spr/jotpro/v17y2004i3d10.1023_bjotp.0000040298.43712.e8.html
   My bibliography  Save this article

Large Deviations View Points for Heavy-Tailed Random Walks

Author

Listed:
  • Y. Hu

    (Wuhan University)

  • H. Nyrhinen

    (University of Helsinki)

Abstract

Let X 1, X 2,... be a sequence of i.i.d. non-negative random variables with heavy tails. W e study logarithmic asymptotics for the distributions of the partial sums S n = X 1 + ··· + X n . Our main interest is in the crude estimates P(S n > n x ) ≈ n −αx + 1 for appropriate values of x where α is a specific parameter. The related conjecture proposed by Gantert (Stat. Probab. Lett. 49, 113–118) is investigated.

Suggested Citation

  • Y. Hu & H. Nyrhinen, 2004. "Large Deviations View Points for Heavy-Tailed Random Walks," Journal of Theoretical Probability, Springer, vol. 17(3), pages 761-768, July.
    • Handle: RePEc:spr:jotpro:v:17:y:2004:i:3:d:10.1023_b:jotp.0000040298.43712.e8
    DOI: 10.1023/B:JOTP.0000040298.43712.e8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1023/B:JOTP.0000040298.43712.e8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1023/B:JOTP.0000040298.43712.e8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    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. Li, Deli & Miao, Yu & Stoica, George, 2022. "A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables," Statistics & Probability Letters, Elsevier, vol. 184(C).
    2. Harri Nyrhinen, 2009. "On Large Deviations of Multivariate Heavy-Tailed Random Walks," Journal of Theoretical Probability, Springer, vol. 22(1), pages 1-17, March.
    3. Miao, Yu & Li, Deli, 2024. "A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables," Statistics & Probability Letters, Elsevier, vol. 208(C).

    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:spr:jotpro:v:17:y:2004:i:3:d:10.1023_b:jotp.0000040298.43712.e8. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.