Pages that link to "Item:Q5592732"
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The following pages link to Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I (Q5592732):
Displaying 50 items.
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
- Uniform approximations for the \(M/G/1\) queue with subexponential processing times (Q543561) (← links)
- Annealed upper tails for the energy of a charged polymer (Q629800) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- Effect of truncation on large deviations for heavy-tailed random vectors (Q665444) (← links)
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- Large deviations for the maximum of a branching random walk with stretched exponential tails (Q829358) (← links)
- Modeling teletraffic arrivals by a Poisson cluster process (Q854996) (← links)
- Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
- Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
- Annealed lower tails for the energy of a charged polymer (Q963320) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities (Q990926) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
- Maxima of branching random walks vs. independent random walks (Q1135567) (← links)
- A contribution to large deviations for heavy-tailed random sums (Q1609657) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Slowdown estimates for one-dimensional random walks in random environment with holding times (Q1725480) (← links)
- Diophantine approximations and local limit theorem in \(\mathbb R^d\) (Q1775517) (← links)
- An asymptotic thin shell condition and large deviations for random multidimensional projections (Q2070086) (← links)
- Large deviations at the transition for sums of Weibull-like random variables (Q2091531) (← links)
- Deviation results for sparse tables in hashing with linear probing (Q2159253) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Moderate deviations for random sums of heavy-tailed random variables (Q2385344) (← links)
- The general principle for precise large deviations of heavy-tailed random sums (Q2483451) (← links)
- Deviations of a random walk in a random scenery with stretched exponential tails (Q2490072) (← links)
- Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times (Q2572912) (← links)
- Precise large deviation for the difference of two sums of random variables (Q2807681) (← links)
- Large deviations for sum of UEND and<font>φ</font>-mixing random variables with heavy tails (Q2811419) (← links)
- Precise Large Deviations for Sums of Independent Random Variables with Consistently Varying Tails (Q2815339) (← links)
- Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions (Q2890096) (← links)
- Conditioned random walks and interaction-driven condensation (Q2958583) (← links)
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model (Q2979585) (← links)
- Precise large deviations for the difference of two sums of END random variables with heavy tails (Q2980131) (← links)
- Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
- Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges (Q3302174) (← links)
- Exact moderate and large deviations for linear random fields (Q4684950) (← links)
- Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
- Condensation with two constraints and disorder (Q4964547) (← links)
- Large-deviation results for triangular arrays of semiexponential random variables (Q5086998) (← links)
- Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value (Q5134381) (← links)
- A first-order dynamical transition in the displacement distribution of a driven run-and-tumble particle (Q5135052) (← links)
- First-order condensation transition in the position distribution of a run-and-tumble particle in one dimension (Q5158887) (← links)
- Real-space renormalization for disordered systems at the level of large deviations (Q5856048) (← links)
- The maximum of a branching random walk with stretched exponential tails (Q6100140) (← links)
- Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
