Pages that link to "Item:Q5592733"

The following pages link to Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II (Q5592733):

Displaying 35 items.

• Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
• Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
• Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
• Large deviations for sums of random vectors attracted to operator semi-stable laws (Q521959) (← links)
• Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
• Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← 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)
• Maxima of branching random walks vs. independent random walks (Q1135567) (← links)
• The time until the final zero crossing of random sums with application to nonparametric bandit theory (Q1335239) (← links)
• Large deviation estimates involving deformed exponential functions (Q1618670) (← 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)
• Precise large deviations for long-tailed distributions (Q1930534) (← links)
• Precise large deviations for dependent subexponential variables (Q2040065) (← 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 general principle for precise large deviations of heavy-tailed random sums (Q2483451) (← links)
• Functional large deviations for multivariate regularly varying random walks (Q2496504) (← links)
• Data driven choice of control charts (Q2581653) (← 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)
• 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)
• State-dependent importance sampling for regularly varying random walks (Q3603200) (← 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)
• Large Deviations Of Sums Mainly Due To Just One Summand (Q5044634) (← links)
• Precise large deviations for strong subexponential distributions and applications on a multi risk model (Q5077888) (← links)
• Large-deviation results for triangular arrays of semiexponential random variables (Q5086998) (← 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)