Precise large deviations for sums of dependent random variables with subexponential distribution

Dawei Lu and Xiaoli Cai

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 7, 2049-2066

Abstract: In this article, we study the precise large deviations for sums of non identically distributed random variables {Xi,i≥1} with distribution functions {Fi,i≥1} that are widely upper orthant dependent (WUOD, in short) and ϕ-mixing. Moreover, the random variables are dependent, according to some copulas. We assume that the average of the right tails of distribution functions Fi is equivalent to the subexponential distribution F.

Date: 2025
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DOI: 10.1080/03610926.2024.2356068

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