Large Deviation Probabilities for Sums of Heavy-Tailed Random Vectors

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：yy4733

【摘要】

：

Let {Xi,i≥ 1} be i.i.d.Rd-valued random vectors attracted to operator semi-stable laws and write Sn =∑n i=1 Xi.This paper investigates precise large deviations for both the partial sums Sn and the ran

【作者】

：

Wensheng Wang

【机构】

：

Department of Mathematics,Hangzhou Normal University,Hangzhou 310036,China

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

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Large Deviation Probabilities for Sums of Heavy-Tailed Random Vectors

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