Electronic Journal of Probability
- Electron. J. Probab.
- Volume 11 (2006), paper no. 4, 107-120.
Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
Since the pioneering works of C.C. Heyde, A.V. Nagaev, and S.V. Nagaev in 1960's and 1970's, the precise asymptotic behavior of large-deviation probabilities of sums of heavy-tailed random variables has been extensively investigated by many people, but mostly it is assumed that the random variables under discussion are independent. In this paper, we extend the study to the case of negatively dependent random variables and we find out that the asymptotic behavior of precise large deviations is insensitive to the negative dependence.
Electron. J. Probab., Volume 11 (2006), paper no. 4, 107-120.
Accepted: 11 February 2006
First available in Project Euclid: 31 May 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
This work is licensed under aCreative Commons Attribution 3.0 License.
Tang, Qihe. Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations. Electron. J. Probab. 11 (2006), paper no. 4, 107--120. doi:10.1214/EJP.v11-304. https://projecteuclid.org/euclid.ejp/1464730539