Precise large deviations for widely orthant dependent random variables with different distributions

摘要

Let Xi, i ≥ 1 be a sequence of random variables with different distributions Fi, i ≥ 1. The partial sums are denoted by Sn=∑i=1nXi, n ≥ 1. This paper mainly investigates the precise large deviations of Sn, n ≥ 1, for the widely orthant dependent random variables Xi, i ≥ 1. Under some mild conditions, the lower and upper bounds of the precise large deviations of the partial sums Sn, n ≥ 1, are presented.