scientific article; zbMATH DE number 3290008
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Publication:5572037
zbMATH Open0182.22903MaRDI QIDQ5572037FDOQ5572037
Authors: Christopher C. Heyde 
Publication date: 1968
Title of this publication is not available (Why is that?)
Cited In (44)
- Conditional distribution of heavy tailed random variables on large deviations of their sum
- Precise large deviations for strong subexponential distributions and applications on a multi risk model
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
- Large deviations for truncated heavy-tailed random variables: a boundary case
- Precise large deviations for dependent random variables with heavy tails
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model
- Estimation problems for distributions with heavy tails
- Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
- Cluster sets of self-normalized sums
- Large deviations for heavy-tailed random sums in compound renewal model
- A contribution to large deviations for heavy-tailed random sums
- The asymptotic behavior over a small parameter of a series of large deviation probabilities weighted with the Dirichlet divisors function
- Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times
- A log log law for Abel's sum
- Maxima of branching random walks vs. independent random walks
- Random walks in the high-dimensional limit. II: The crinkled subordinator
- Stable random fields, point processes and large deviations
- Moderate deviations for random sums of heavy-tailed random variables
- Harmonic moments and large deviation rates for supercritical branching processes
- Asymptotic behavior of partial sums of a series of probabilities of large deviations
- The general principle for precise large deviations of heavy-tailed random sums
- Precise large deviations for the total population of heavy-tailed subcritical branching processes with immigration
- Title not available (Why is that?)
- Large deviations for random walks under subexponentiality: The big-jump domain
- Large Deviations Of Sums Mainly Due To Just One Summand
- Notes on large deviations for branching processes indexed by a Poisson process
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
- Minimal conditions in \(p\)-stable limit theorems. II
- Precise large deviations for dependent random variables with applications to the compound renewal risk model
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Probabilities of large deviations in the case of stable limit distributions
- Homogeneous models and generic extensions
- Precise large deviations for long-tailed distributions
- Precise large deviations for negatively associated random variables with consistently varying tails
- On the rate of convergence in the central limit theorem for distributions with regularly varying tails
- Effect of truncation on large deviations for heavy-tailed random vectors
- Large deviations for sums of random vectors attracted to operator semi-stable laws
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- On strong large deviation results for lightly trimmed sums and some applications
- An invariance principle for the stochastic heat equation
- Precise large deviations for sums of random variables with consistently varying tails
- Precise large deviations for widely orthant dependent random variables with different distributions
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