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The research aims to establish the large deviation principle for supremum partial sums of non-independent, non-identically distributed random variables.

April 17, 2026MathematicsOpen Access

Large Deviations for the Supremum of Partial Sums of Non-Independent and Non-Identically Distributed Random Variables

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The research aims to establish the large deviation principle for supremum partial sums of non-independent, non-identically distributed random variables.
Defined a sequence of random variables with negative mean.
Analyzed the logarithmic moment generating functions for the sequence.
Determined the supremum of partial sums and its rate function.
Proved that the supremum of partial sums satisfies the large deviation principle.
Derived exact expressions for rate functions related to independent and correlated components.
Provided asymptotic estimates for the decay of tail probabilities.

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Implication

Establishes large deviation principles for supremum of partial sums in random variables, suggesting implications for statistical modeling.

Cite This Study

Wang et al. (2026) studied this question.

synapsesocial.com/papers/69e1ce065cdc762e9d8572bf https://doi.org/10.3390/math14081322

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Implication

Establishes large deviation principles for supremum of partial sums in random variables, suggesting implications for statistical modeling.

Large Deviations for the Supremum of Partial Sums of Non-Independent and Non-Identically Distributed Random Variables

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Discussion

Implication

Cite This Study

Large Deviations for the Supremum of Partial Sums of Non-Independent and Non-Identically Distributed Random Variables

Key Points

Discussion

Implication

Cite This Study

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