On large deviations of multivariate heavy-tailed random walks
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Cites work
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A characterization of multivariate regular variation.
- A note on logarithmic tail asymptotics and mixing
- Functional large deviations for multivariate regularly varying random walks
- Large deviations of sums of independent random variables
- Large deviations results for subexponential tails, with applications to insurance risk
- Large deviations view points for heavy-tailed random walks
- Power estimates for ruin probabilities
Cited in
(5)- Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
- The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
- Large deviations view points for heavy-tailed random walks
- Functional large deviations for multivariate regularly varying random walks
- Asymptotic Analysis of Random Walks
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