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

DOI10.1007/S10687-014-0187-8zbMATH Open1306.60059OpenAlexW2062815827MaRDI QIDQ488099FDOQ488099

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

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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)

Cites Work

• Refinements of the Gibbs conditioning principle
• Title not available (Why is that?)
• Saddlepoint approximations
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools.
• Conditional limit theorems for exponential families and finite versions of de Finetti's theorem
• Sanov property, generalized I-projection and a conditional limit theorem
• An extended version of the Erdős-Rényi strong law of large numbers
• Blowing number of a distribution for a statistics and loyal estimators
• Tauberian theorems, Chernoff inequality and the tail behavior of finite convolutions of distribution functions
• Densities with Gaussian Tails
• On a strong Tauberian result
• A Sharp Abelian Theorem for the Laplace Transform
• Title not available (Why is that?)

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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