Cramer Large Deviations when the Extreme Conjugate Distribution is Heavy-tailed

DOI10.1137/S0040585X97977008MaRDI QIDQ4954372zbMATH OpenOpenAlexFDO

Authors Alexander V. Nagaev

Publication date 6 June 2000

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

Full work available at URL https://doi.org/10.1137/s0040585x97977008

zbMATH Keywords

asymptotic Cramer-Petrov representationconjugate distributionheavy-tailed distributionlarge deviationsmonotone \(\varepsilon\)-approximationslowly varying function

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited in

(9)

• Large deviation estimates involving deformed exponential functions
• Large deviation probabilities for some classes of distributions satisfying the Cramér condition
• Large deviations. The simplest case.
• scientific article; zbMATH DE number 597605 (Why is no real title available?)
• On Large Deviations, I
• Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes
• Superlarge deviation probabilities for sums of independent random variables with exponentially decreasing tails. II
• On Large Deviations, II
• Domains of attraction to Tweedie distributions

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