Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
From MaRDI portal
Publication:5592732
DOI10.1137/1114006zbMath0196.21002OpenAlexW4250744594MaRDI QIDQ5592732
Publication date: 1969
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1114006
Related Items (56)
Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions ⋮ Large deviations for the maximum of a branching random walk with stretched exponential tails ⋮ Large Deviations Of Sums Mainly Due To Just One Summand ⋮ Moderate deviations for random sums of heavy-tailed random variables ⋮ Modeling teletraffic arrivals by a Poisson cluster process ⋮ Precise large deviations for sums of random variables with consistently varying tails ⋮ Deviation results for sparse tables in hashing with linear probing ⋮ Precise large deviations for strong subexponential distributions and applications on a multi risk model ⋮ Precise large deviations for negatively associated random variables with consistently varying tails ⋮ Precise large deviations for dependent regularly varying sequences ⋮ Large-deviation results for triangular arrays of semiexponential random variables ⋮ Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails ⋮ Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model ⋮ Maxima of branching random walks vs. independent random walks ⋮ Large deviations for the stochastic present value of aggregate claims in the renewal risk model ⋮ The maximum of a branching random walk with stretched exponential tails ⋮ Conditioned random walks and interaction-driven condensation ⋮ Sample-path large deviations for a class of heavy-tailed Markov-additive processes ⋮ Annealed upper tails for the energy of a charged polymer ⋮ Precise large deviations of aggregate claims in a compound size-dependent renewal risk model ⋮ Precise large deviations for the difference of two sums of END random variables with heavy tails ⋮ Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations ⋮ Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value ⋮ A first-order dynamical transition in the displacement distribution of a driven run-and-tumble particle ⋮ Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models ⋮ Slowdown estimates for one-dimensional random walks in random environment with holding times ⋮ Gumbel and Fréchet convergence of the maxima of independent random walks ⋮ Effect of truncation on large deviations for heavy-tailed random vectors ⋮ Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges ⋮ First-order condensation transition in the position distribution of a run-and-tumble particle in one dimension ⋮ The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains ⋮ Precise large deviations for widely orthant dependent random variables with dominatedly varying tails ⋮ Annealed lower tails for the energy of a charged polymer ⋮ Large deviations for heavy-tailed random sums in compound renewal model ⋮ Large Deviation Principles for Sequences of Maxima and Minima ⋮ The general principle for precise large deviations of heavy-tailed random sums ⋮ Uniform approximations for the \(M/G/1\) queue with subexponential processing times ⋮ Deviations of a random walk in a random scenery with stretched exponential tails ⋮ Diophantine approximations and local limit theorem in \(\mathbb R^d\) ⋮ Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails ⋮ State-dependent importance sampling for regularly varying random walks ⋮ Exact moderate and large deviations for linear random fields ⋮ Local precise large deviations for sums of random variables with \(O\)-regularly varying densities ⋮ Stable random fields, point processes and large deviations ⋮ Small-time ruin for a financial process modulated by a Harris recurrent Markov chain ⋮ Precise large deviation for the difference of two sums of random variables ⋮ Condensation with two constraints and disorder ⋮ Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks ⋮ Large deviations for sum of UEND andφ-mixing random variables with heavy tails ⋮ Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails ⋮ Precise large deviations for dependent random variables with heavy tails ⋮ An asymptotic thin shell condition and large deviations for random multidimensional projections ⋮ Large deviations at the transition for sums of Weibull-like random variables ⋮ Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times ⋮ Real-space renormalization for disordered systems at the level of large deviations ⋮ A contribution to large deviations for heavy-tailed random sums
This page was built for publication: Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
