Conditional distribution of heavy tailed random variables on large deviations of their sum (Q544509): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5908027 / rank | |||
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large deviations | |||
| Property / zbMATH Keywords: large deviations / rank | |||
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subexponential distributions | |||
| Property / zbMATH Keywords: subexponential distributions / rank | |||
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conditional limit theorem | |||
| Property / zbMATH Keywords: conditional limit theorem / rank | |||
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Gibbs conditioning principle | |||
| Property / zbMATH Keywords: Gibbs conditioning principle / rank | |||
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Revision as of 12:06, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional distribution of heavy tailed random variables on large deviations of their sum |
scientific article |
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Conditional distribution of heavy tailed random variables on large deviations of their sum (English)
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15 June 2011
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large deviations
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subexponential distributions
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conditional limit theorem
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Gibbs conditioning principle
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