Large deviations for random sums of negatively dependent random variables with consistently varying tails

Yu Chen; Weiping Zhang

doi:10.1016/j.spl.2006.08.021

ScienceGate Book Chapters

JOURNAL ARTICLE

Large deviations for random sums of negatively dependent random variables with consistently varying tails

Yu Chen Weiping Zhang

Year: 2006 Journal: Statistics & Probability Letters Vol: 77 (5)Pages: 530-538 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2006.08.021

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Random variable Combinatorics Infinity Large deviations theory Sequence (biology) Integer (computer science) Distribution (mathematics) Discrete mathematics Statistics Mathematical analysis

Metrics

Cited By

1.61

FWCI (Field Weighted Citation Impact)

Refs

0.83

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Stochastic processes and statistical mechanics

Physical Sciences → Mathematics → Mathematical Physics

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Large deviations for random sums of negatively dependent random variables with consistently varying tails

Metrics

Citation History

Topics

Related Documents

Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails

Precise large deviations for sums of random variables with consistently varying tails

Precise large deviations for sums of random variables with consistently varying tails

Precise large deviations for negatively associated random variables with consistently varying tails

Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails