scientific article; zbMATH DE number 1930818

MaRDI QIDQ4710107zbMATH OpenFDO

Authors Tao Jiang

Publication date 20 October 2003

zbMATH Keywords

large deviationsrandom sumsextended regular varying class

Mathematics Subject Classification ID

Large deviations (60F10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(5)

• scientific article; zbMATH DE number 5226437 (Why is no real title available?)
• On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
• The general principle for precise large deviations of heavy-tailed random sums
• The bounds of large deviations probabilities
• Large Deviations of Square Root Insensitive Random Sums

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