On a Property of Sums of Independent Random Variables

DOI10.1137/1122036MaRDI QIDQ4153411zbMATH OpenOpenAlexFDO

Authors Alexander V. Nagaev

Publication date 1977

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

Full work available at URL https://doi.org/10.1137/1122036

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cited in

(12)

• The asymptotic behavior of one-sided large deviation probabilities. II
• On the asymptotics of one-sided large deviation probabilities
• Precise large deviations for dependent subexponential variables
• Sample path large deviations for Lévy processes and random walks with regularly varying increments
• Sample path large deviations for Lévy processes and random walks with Weibull increments
• Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
• Gumbel and Fréchet convergence of the maxima of independent random walks
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks
• Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
• Homogeneous models and generic extensions
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes
• A problem of A. N. Kolmogorov from the theory of the summation of independent random variables

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