Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails |
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Authors: | Dawei Lu Lixin Song Ying Xu |
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Institution: | School of Mathematical Sciences , Dalian University of Technology , Dalian , China |
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Abstract: | In this article, we investigate the precise large deviations for a sum of independent but not identical distributed random variables. {X n , n ≥ 1} are independent non-negative random variables with distribution functions {F n , n ≥ 1}. We assume that the average of right tails of distribution functions F n is equivalent to some distribution function F with consistently varying tails. In applications, we apply our main results to a realistic example (Pareto-type distribution) and obtain a specific result. |
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Keywords: | Consistently varying tails Precise large deviations Random sums |
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