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Large deviations viewpoints for a heavy-tailed β-mixing sequence
作者姓名:LIU Yan & HU Yijun School of Mathematics and Statistics  Wuhan University  Wuhan 430072  China
作者单位:LIU Yan & HU Yijun School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China
摘    要:Let (Xn;n≥1) be a stationary sequence of non-negative random variables with heavy tails. Under mixing conditions, we study logarithmic asymptotics for the distributions of the partial sums sn=X1 X2 … Xn. We obtain the crude estimates P(Sn>nx)≈n-αx 1 for appropriate values of x, where a is a specific parameter. The related conjecture proposed by Gantert is investigated. As a by-product, the so-called supremum large deviations principle is also studied.

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