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.

引用

页码：92 / 103

页数：11

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