Igor Rodionov EVA Talk Preview
From Anna Munro
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Name: Igor Rodionov
Talk Title: Precise large deviations for m-dependent subexponential sequences
Abstract: In this talk, we study precise large deviations for the partial sums of a stationary m-dependent sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We apply the results to prove limit theory for the maxima of the entries of the large sample covariance matrices.
This talk is a contributed talk at EVA 2021. View the programme here.