Limit theorems for sums of random exponentials
From MaRDI portal
Publication:2487021
DOI10.1007/s00440-004-0406-3zbMath1073.60017WikidataQ59904220 ScholiaQ59904220MaRDI QIDQ2487021
Gérard Ben Arous, Leonid V. Bogachev, Stanislav Alekseevich Molchanov
Publication date: 17 August 2005
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/86345/1/Ptrf_final.pdf
regular variation; law of large numbers; infinitely divisible distributions; central limit theorem; stable distributions; exponential Tauberian theorem
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
Related Items
Limit Theorems for Random Exponentials: The Bounded Support Case, Limit theorems for the alloy-type random energy model, Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value, Extreme value problems in random matrix theory and other disordered systems, Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter, Strong Szegő Asymptotics and Zeros of the Zeta‐Function, The Dickman–Goncharov distribution, Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters, Limit laws for sums of independent random products: the lattice case, Some properties of the phase diagram for mixed \(p\)-spin glasses, Functional limit theorems for sums of independent geometric Lévy processes, Linearization effect in multifractal analysis: insights from the random energy model, Limit laws for power sums and norms of i.i.d. samples, Limit laws for norms of IID samples with Weibull tails, Limit theorems for sums of random variables with mixture distribution, Properties of the parabolic Anderson model and the Anderson polymer model, Infinite server queues in a random fast oscillatory environment, Aging of asymmetric dynamics on the random energy model, Stable limit laws for the parabolic Anderson model between quenched and annealed behaviour, Transition from the annealed to the quenched asymptotics for a random walk on random obstacles, Generalized random energy model. II, Complex random energy model: zeros and fluctuations, Anderson parabolic model for a quasi-stationary medium, GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS, Fluctuations of the partition function in the generalized random energy model with external field
Cites Work
- On a third-order phase transition
- On the existence of thermodynamics for the random energy model
- Limit distributions of norms of vectors of positive i. i. d. random variables
- A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
