Conditional distribution of heavy tailed random variables on large deviations of their sum
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Publication:544509
DOI10.1016/j.spa.2011.01.011zbMath1218.60021arXiv0912.1516OpenAlexW2096378202MaRDI QIDQ544509
Michail Loulakis, Inés Armendáriz
Publication date: 15 June 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.1516
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