Some conclusions about heavy-tailed subclasses and refined large deviations

zbMATH Open1083.60507MaRDI QIDQ3367968FDOQ3367968

Authors: Mingfa Zhou, Jinliang Wang, Kanmin Wang 

Publication date: 27 January 2006

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zbMATH Keywords

moment generating functionsubexponential distributionheavy-tailed random variableaccurate large deviation

Mathematics Subject Classification ID

Large deviations (60F10)

Cited In (3)

• Large deviations inequality in the class of \(D\)
• Closure property of random sum and its maximum of random variables from class \(\mathcal{D}\) based on precise large deviation principles
• An Introduction to Heavy-Tailed and Subexponential Distributions

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