A Gibbs Conditional Theorem under Extreme Deviation

DOI10.1137/S0040585X97T991015MaRDI QIDQ5046632

No author found.

Publication date: 9 November 2022

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.04052

zbMATH Keywords

extreme deviationGibbs conditional principle

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Long runs under a conditional limit distribution
• Light tails: all summands are large when the empirical mean is large
• Natural real exponential families with cubic variance functions
• Sanov property, generalized I-projection and a conditional limit theorem
• Conditional limit theorems for exponential families and finite versions of de Finetti's theorem
• On polynomial variance functions
• Tauber theory for infinitely divisible variance functions
• Tauberian theorems, Chernoff inequality and the tail behavior of finite convolutions of distribution functions
• Refinements of the Gibbs conditioning principle
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools.
• Densities with Gaussian Tails
• A Sharp Abelian Theorem for the Laplace Transform

This page was built for publication: A Gibbs Conditional Theorem under Extreme Deviation