Quantitative bounds for large deviations of heavy tailed random variables
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Cites work
- A Local Limit Theorem for Moderate Deviations
- Condensation in the zero range process: stationary and dynamical properties
- Conditional distribution of heavy tailed random variables on large deviations of their sum
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- Large deviations of heavy-tailed random sums with applications in insurance and finance
- Large deviations of sums of independent random variables
- Large deviations techniques and applications.
- Local precise large deviations for sums of random variables with O-regularly varying densities
- Notes on random walks in the Cauchy domain of attraction
- On Deviations of the Sample Mean
- On the Asymptotic Behavior of One-Sided Large Deviation Probabilities
- Precise large deviations for dependent subexponential variables
- Strong renewal theorems and local large deviations for multivariate random walks and renewals
- The Probability in the Extreme Tail of a Convolution
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