Large deviations of random sums of some heavy-tailed random variables
From MaRDI portal
Publication:3372785
Recommendations
- scientific article; zbMATH DE number 5226437
- Large deviations for sums of independent heavy-tailed random variables
- A contribution to large deviations for heavy-tailed random sums
- The general principle for precise large deviations of heavy-tailed random sums
- Large deviations of heavy-tailed random sums in the risk models
Cited in
(15)- Large deviations for heavy-tailed factor models
- Quantitative bounds for large deviations of heavy tailed random variables
- On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
- Большие уклонения случайной величины с конечным числом семиинвариантов, значения которых вычислены приближенно
- Moderate deviations for random sums of heavy-tailed random variables
- Conditional distribution of heavy tailed random variables on large deviations of their sum
- Law of large numbers, heavy-tailed distributions, and the recent financial crisis
- Large deviation probabilities for sums of lattice random vectors with heavy-tailed distribution
- A contribution to large deviations for heavy-tailed random sums
- scientific article; zbMATH DE number 5226437 (Why is no real title available?)
- Singularity analysis for heavy-tailed random variables
- Large deviations for truncated heavy-tailed random variables: a boundary case
- scientific article; zbMATH DE number 1930818 (Why is no real title available?)
- Large deviations for heavy-tailed random elements in convex cones
- Some conclusions about heavy-tailed subclasses and refined large deviations
This page was built for publication: Large deviations of random sums of some heavy-tailed random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3372785)
