scientific article; zbMATH DE number 3359482

Cited in

(25)

On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
Multidimensional limit theorems allowing large deviations for densities of regular variation
Large deviations for truncated heavy-tailed random variables: a boundary case
Self-normalized moderate deviations and lils
Precise large deviations for dependent subexponential variables
Sample path large deviations for Lévy processes and random walks with regularly varying increments
Sample path large deviations for Lévy processes and random walks with Weibull increments
Heavy-tailed random walks, buffered queues and hidden large deviations
On the probabilities of moderate deviations for combinatorial sums
A moderate deviation for associated random variables
Gumbel and Fréchet convergence of the maxima of independent random walks
Exact moderate and large deviations for linear random fields
Large deviations for sums of random vectors attracted to operator semi-stable laws
Conditional distribution of heavy tailed random variables on large deviations of their sum
Large deviations for heavy-tailed random sums in compound renewal model
Stable random fields, point processes and large deviations
On the asymptotic behavior of probabilities of moderate deviations for combinatorial sums
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
Precise large deviations for the total population of heavy-tailed subcritical branching processes with immigration
Effect of truncation on large deviations for heavy-tailed random vectors
On the condensation and fluctuations in reversible coagulation-fragmentation models
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks
Thermodynamic limit for the invariant measures in supercritical zero range processes
Precise large deviations for negatively associated random variables with consistently varying tails
Large deviations for the stochastic present value of aggregate claims in the renewal risk model

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