论文标题
依赖性亚指数变量的精确较大偏差
Precise large deviations for dependent subexponential variables
论文作者
论文摘要
在本文中，我们研究了具有次指数边缘分布的固定序列的部分总和的精确大偏差。我们的主要重点是具有定期变化或对数正态型尾巴的分布。我们应用结果来证明条目的最大值大样本协方差矩阵。
In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We apply the results to prove limit theory for the maxima of the entries large sample covariance matrices.
