Large deviations viewpoints for a heavy-tailed β-mixing sequence

被引:0
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作者
LIU Yan & HU Yijun School of Mathematics and Statistics
机构
关键词
logarithmic asymptotics; large deviations; heavy tails; mixing;
D O I
暂无
中图分类号
O211.5 [随机变量];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let (Xn;n≥1) be a stationary sequence of non-negative random variables with heavy tails. Under mixing conditions, we study logarithmic asymptotics for the distributions of the partial sums sn=X1+X2+…+Xn. We obtain the crude estimates P(Sn>nx)≈n-αx+1 for appropriate values of x, where a is a specific parameter. The related conjecture proposed by Gantert is investigated. As a by-product, the so-called supremum large deviations principle is also studied.
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页码:1554 / 1566
页数:13
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