Effect of truncation on large deviations for heavy-tailed random vectors

DOI10.1016/J.SPA.2011.09.006zbMath1236.60028arXiv1107.2476OpenAlexW1974137066MaRDI QIDQ665444

Arijit Chakrabarty

Publication date: 5 March 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2476

zbMATH Keywords

truncationregular variationlarge deviationheavy tails

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (2)

Large deviations for truncated heavy-tailed random variables: a boundary case ⋮ Quenched tail estimate for the random walk in random scenery and in random layered conductance. II.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Central limit theorem for truncated heavy tailed Banach valued random vectors
• Large deviations of heavy-tailed sums with applications in insurance
• Functional large deviations for multivariate regularly varying random walks
• An Extremal Problem in Probability Theory
• Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?
• Heavy-Tail Phenomena
• Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
• Large deviations of sums of independent random variables

This page was built for publication: Effect of truncation on large deviations for heavy-tailed random vectors