Limiting behaviour of constrained sums of two variables and the principle of a single big jump

DOI10.1016/j.spl.2015.08.017zbMath1356.60022arXiv1504.08118OpenAlexW1928465537MaRDI QIDQ900941

Jaakko Lehtomaa

Publication date: 23 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.08118

zbMATH Keywords

increasing failure rateheavy-tailedlog-convexprinciple of a single big jump

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

Related Items (3)

Refined behaviour of a conditioned random walk in the large deviations regime ⋮ Large deviations of means of heavy-tailed random variables with finite moments of all orders ⋮ Asymptotic independence and support detection techniques for heavy-tailed multivariate data

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