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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Conditional distribution of heavy tailed random variables on large deviations of their sum
scientific article

    Statements

    Conditional distribution of heavy tailed random variables on large deviations of their sum (English)
    0 references
    0 references
    0 references
    15 June 2011
    0 references
    0 references
    large deviations
    0 references
    subexponential distributions
    0 references
    conditional limit theorem
    0 references
    Gibbs conditioning principle
    0 references
    0 references
    0 references