Precise large deviations for dependent subexponential variables
作者： Igor Rodionov , Thomas Mikosch
DOI:
关键词: Statistical physics 、 Large sample 、 Covariance 、 Mathematics 、 Focus (optics) 、 Marginal distribution 、 Stationary sequence 、 Maxima 、 Large deviations theory 、 Limit theory
摘要: … to the subexponential noise distribution. In Section 5, we show how large deviations of … or off-diagonal entries of a large sample covariance matrix with row-wise dependent entries. …
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