Limit theorems for sums of random exponentials

DOI10.1007/s00440-004-0406-3zbMath1073.60017WikidataQ59904220 ScholiaQ59904220MaRDI QIDQ2487021

Leonid V. Bogachev, Gérard Ben Arous, Stanislav Alekseevich Molchanov

Publication date: 17 August 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: http://eprints.whiterose.ac.uk/86345/1/Ptrf_final.pdf

zbMATH Keywords

regular variation; law of large numbers; infinitely divisible distributions; central limit theorem; stable distributions; exponential Tauberian theorem

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

Related Items

Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter, Strong Szegő Asymptotics and Zeros of the Zeta‐Function, Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters, Limit laws for sums of independent random products: the lattice case, Functional limit theorems for sums of independent geometric Lévy processes, Linearization effect in multifractal analysis: insights from the random energy model, Limit laws for power sums and norms of i.i.d. samples, Limit laws for norms of IID samples with Weibull tails, Properties of the parabolic Anderson model and the Anderson polymer model, Aging of asymmetric dynamics on the random energy model, Stable limit laws for the parabolic Anderson model between quenched and annealed behaviour, Transition from the annealed to the quenched asymptotics for a random walk on random obstacles, Generalized random energy model. II, Complex random energy model: zeros and fluctuations, Anderson parabolic model for a quasi-stationary medium, GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS, Fluctuations of the partition function in the generalized random energy model with external field

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a third-order phase transition
• On the existence of thermodynamics for the random energy model
• Limit distributions of norms of vectors of positive i. i. d. random variables
• A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$