Local precise large deviations for sums of random variables with O-regularly varying densities

Yang Yang, Remigijus Leipus and Jonas Siaulys

Statistics & Probability Letters, 2010, vol. 80, issue 19-20, 1559-1567

Abstract: 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)).

Keywords: Local; precise; large; deviations; O-regularly; varying; function; Regular; density; Consistently; varying; tail; Dominatedly; varying; tail (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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