Some conclusions about heavy-tailed subclasses and refined large deviations

MaRDI QIDQ3367968zbMATH OpenFDO

Authors Mingfa Zhou, Jinliang Wang, Kanmin Wang

Publication date 27 January 2006

zbMATH Keywords

moment generating functionsubexponential distributionheavy-tailed random variableaccurate large deviation

Mathematics Subject Classification ID

Large deviations (60F10)

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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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