Large deviations for sums of independent heavy-tailed random variables
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1932286
- scientific article; zbMATH DE number 5226437
- Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
- Large deviations of heavy-tailed random sums in the risk models
- The general principle for precise large deviations of heavy-tailed random sums
Cited in
(47)- Large deviations of sums mainly due to just one summand
- Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails
- Conditional distribution of heavy tailed random variables on large deviations of their sum
- scientific article; zbMATH DE number 5226437 (Why is no real title available?)
- Precise large deviations for strong subexponential distributions and applications on a multi risk model
- Large deviations of sums mainly due to just one summand for super-heavy tailed distributions
- Large deviations of sums of random variables of two types
- Large deviations for truncated heavy-tailed random variables: a boundary case
- Large deviations of random sums of some heavy-tailed random variables
- Large deviation probabilities for sums of lattice random vectors with heavy-tailed distribution
- Some asymptotic results for one-sided large deviation probabilities
- Large deviations for heavy-tailed factor models
- Precise large deviations for sums of independent random variables with consistently varying tails
- Large deviations viewpoints for a heavy-tailed \(\beta\)-mixing sequence
- Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation
- On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
- Large deviations of means of heavy-tailed random variables with finite moments of all orders
- Large deviations for dependent heavy tailed random variables
- Random sums of random variables and vectors: including infinite means and unequal length sums
- Some limit results for Pareto random variables
- Large deviations for super-heavy tailed random walks
- A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation
- Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation
- The general principle for precise large deviations of heavy-tailed random sums
- Regularly distributed randomly stopped sum, minimum, and maximum
- A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
- Large deviations for sums of independent random variables with dominatingly varying tails
- Light tails: all summands are large when the empirical mean is large
- Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
- A one-sided large deviation local limit theorem
- Law of large numbers, heavy-tailed distributions, and the recent financial crisis
- Quantitative bounds for large deviations of heavy tailed random variables
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Large deviations of sums of independent random variables
- scientific article; zbMATH DE number 2111285 (Why is no real title available?)
- scientific article; zbMATH DE number 1932286 (Why is no real title available?)
- scientific article; zbMATH DE number 1930818 (Why is no real title available?)
- Some conclusions about heavy-tailed subclasses and refined large deviations
- Precise large deviations for long-tailed distributions
- scientific article; zbMATH DE number 221076 (Why is no real title available?)
- Effect of truncation on large deviations for heavy-tailed random vectors
- Large deviations for sum of UEND andφ-mixing random variables with heavy tails
- Large deviations for some dependent heavy tailed random sequences
- Precise large deviations for widely orthant dependent random variables with different distributions
- Tails of polynomials of random variables and stable limits for nonconventional sums
- Singularity analysis for heavy-tailed random variables
This page was built for publication: Large deviations for sums of independent heavy-tailed random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1881780)
