scientific article; zbMATH DE number 3274517
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Publication:5560087
Cited in
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- Heavy-tailed random walks, buffered queues and hidden large deviations
- The Maclaurin inequality through the probabilistic lens
- Beyond Hammersley's last-passage percolation: a discussion on possible local and global constraints
- Large deviations for random walks under subexponentiality: The big-jump domain
- Transitions for exceptional times in dynamical first-passage percolation
- Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift
- Large deviations for infinite weighted sums of stretched exponential random variables
- Deviation inequalities for martingales with applications
- Precise large deviations for long-tailed distributions
- Point process convergence for the off-diagonal entries of sample covariance matrices
- Precise large deviations for widely orthant dependent random variables with different distributions
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