Limit behaviors for a heavy-tailed β-mixing random sequence∗

被引：0
|
作者：
Yu Miao
Qing Yin
机构：
[1] Henan Normal University,College of Mathematics and Information Science
[2] Henan Normal University,Henan Engineering Laboratory for Big Data Statistical Analysis and Optimal Control
来源：
Lithuanian Mathematical Journal | 2023年 / 63卷
关键词：
large deviations; heavy tails; weak law of large numbers; -mixing sequence; 60F10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Let {X,Xn, n ≥ 1} be a stationary sequence of nonnegative β-mixing random variables with heavy-tailed distributions, and let Sn = X1 + X2 + · · · + Xn be the partial sums. In the present paper, we establish the logarithmic asymptotic behavior for the tail probability P(Sn> bn) for some b > 1 and the weak law of large numbers for Sn.
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页码：92 / 103
页数：11
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