Local precise large deviations for sums of random variables with O-regularly varying densities
In this paper we establish a local precise large deviation result for sums Sn, n=1,2,... of independent and identically distributed random variables X1,X2,... with O-regularly varying densities f. The asymptotic behavior of the probability is comparable, for fixed T, with quantities or n(F(x+T)-F(x)).
Year of publication: |
2010
|
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Authors: | Yang, Yang ; Leipus, Remigijus ; Siaulys, Jonas |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 19-20, p. 1559-1567
|
Publisher: |
Elsevier |
Keywords: | Local precise large deviations O-regularly varying function Regular density Consistently varying tail Dominatedly varying tail |
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