Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions

Abstract

We investigate the precise large deviations for negatively dependent random variables. We prove general asymptotic relations for both the partial sums S n for the long tailed distributions and the random sums S t for the subexponential distributions, where the N t is an integer counting process. It is found out that the precise large deviations for negatively dependent random variables are insensitive to this kind of dependence. Finally, we present applications on the classical counting processes, Poisson, and renewal.