Light tails: all summands are large when the empirical mean is large

DOI10.1007/S10687-014-0187-8MaRDI QIDQ488099zbMATH OpenOpenAlexFDO

Authors M. Broniatowski, Zhansheng Cao

Publication date 23 January 2015

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-014-0187-8

zbMATH Keywords

random walkextreme valuesconditional limit theoremlight tailsaggregate formingextreme deviationErdős-Rényi law

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 43570 (Why is no real title available?)
• scientific article; zbMATH DE number 2188830 (Why is no real title available?)
• A Sharp Abelian Theorem for the Laplace Transform
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• Conditional limit theorems for exponential families and finite versions of de Finetti's theorem
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools.
• Densities with Gaussian Tails
• On a strong Tauberian result
• Refinements of the Gibbs conditioning principle
• Saddlepoint approximations
• Sanov property, generalized I-projection and a conditional limit theorem
• Tauberian theorems, Chernoff inequality and the tail behavior of finite convolutions of distribution functions

Cited in

(2)

• A Gibbs Conditional Theorem under Extreme Deviation
• Refined behaviour of a conditioned random walk in the large deviations regime

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