We obtain large deviations for a class of non-square integrable dependent random variables in the domain of attraction of an [Formula: see text]-stable law, [Formula: see text]. This class includes ergodic sums of observables in the domain of attraction of an [Formula: see text]-stable law driven by Gibbs–Markov maps.
No takes yet. Share an insight, caveat, or question.
Imbierski et al. (2024) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: