A Gibbs Conditional Theorem under Extreme Deviation

DOI10.1137/S0040585X97T991015MaRDI QIDQ5046632zbMATH OpenFDO

Authors

Publication date 9 November 2022

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.04052

zbMATH Keywords

extreme deviationGibbs conditional principle

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistics (62-XX)

Cites work

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• Light tails: all summands are large when the empirical mean is large
• Long runs under a conditional limit distribution
• Natural real exponential families with cubic variance functions
• On polynomial variance functions
• Refinements of the Gibbs conditioning principle
• Saddlepoint approximations
• Sanov property, generalized I-projection and a conditional limit theorem
• Tauber theory for infinitely divisible variance functions
• Tauberian theorems, Chernoff inequality and the tail behavior of finite convolutions of distribution functions

Cited in

(3)

• Gibbs' limit distribution
• EXTENSION OF THE REFINED GIBBS INEQUALITY
• A Gibbs Conditional theorem under extreme deviation

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