scientific article; zbMATH DE number 3290008

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Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
Precise large deviations for negatively associated random variables with consistently varying tails
Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times
Large deviations of sums mainly due to just one summand
Homogeneous models and generic extensions
The general principle for precise large deviations of heavy-tailed random sums
Stable random fields, point processes and large deviations
Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
Notes on large deviations for branching processes indexed by a Poisson process
Large deviations for random walks under subexponentiality: The big-jump domain
On the rate of convergence in the central limit theorem for distributions with regularly varying tails
Moderate deviations for random sums of heavy-tailed random variables
Conditional distribution of heavy tailed random variables on large deviations of their sum
Precise large deviations for sums of random variables with consistently varying tails
Random walks in the high-dimensional limit. II: The crinkled subordinator
Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
Precise large deviations for widely orthant dependent random variables with different distributions
Precise large deviations for strong subexponential distributions and applications on a multi risk model
Harmonic moments and large deviation rates for supercritical branching processes
Probabilities of large deviations in the case of stable limit distributions
Effect of truncation on large deviations for heavy-tailed random vectors
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
A log log law for Abel's sum
The asymptotic behavior over a small parameter of a series of large deviation probabilities weighted with the Dirichlet divisors function
Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
Precise large deviations for dependent random variables with applications to the compound renewal risk model
Large deviations for the stochastic present value of aggregate claims in the renewal risk model
A contribution to large deviations for heavy-tailed random sums
On strong large deviation results for lightly trimmed sums and some applications
Cluster sets of self-normalized sums
Asymptotic behavior of partial sums of a series of probabilities of large deviations
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
An invariance principle for the stochastic heat equation
Precise large deviations for the total population of heavy-tailed subcritical branching processes with immigration
Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
Precise large deviations for long-tailed distributions
Large deviations for truncated heavy-tailed random variables: a boundary case
Large deviations for sums of random vectors attracted to operator semi-stable laws
Large deviations for heavy-tailed random sums in compound renewal model
scientific article; zbMATH DE number 3840933 (Why is no real title available?)
Minimal conditions in \(p\)-stable limit theorems. II
Maxima of branching random walks vs. independent random walks
Estimation problems for distributions with heavy tails
Precise large deviations for dependent random variables with heavy tails

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