Conditional distribution of heavy tailed random variables on large deviations of their sum (Q544509)
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English | Conditional distribution of heavy tailed random variables on large deviations of their sum |
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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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