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Precise large deviations for φ-mixing and UND random variables with long-tailed distributions

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  • Dawei Lu
  • Xiaomeng Qi

Abstract

In this paper, we investigate the precise large deviations for sums of φ-mixing and UND random variables with long-tailed distributions. The asymptotic relations for non random sum and random sum of random variables with long-tailed distributions are obtained.

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  • Dawei Lu & Xiaomeng Qi, 2017. "Precise large deviations for φ-mixing and UND random variables with long-tailed distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(11), pages 5443-5452, June.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:11:p:5443-5452
    DOI: 10.1080/03610926.2015.1102284
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