Precise large deviations for dependent subexponential variables (2009.05790v1)

Published 12 Sep 2020 in math.PR

Abstract: 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.

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