Moderate deviations for random sums of heavy-tailed random variables
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Publication:2385344
DOI10.1007/s10114-007-0941-9zbMath1124.60026OpenAlexW2107606246MaRDI QIDQ2385344
Publication date: 12 October 2007
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-007-0941-9
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
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- Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
- Large deviations of sums of independent random variables
- Large deviations for heavy-tailed random sums in compound renewal model
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