Add to ORKGABSTRACT: It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are distributed when a large deviation of the sum is observed
We present a formalization of the well-known thesis that, in the case of independent identically dis...
International audienceWe prove large and moderate deviation principles for the distribution of an em...
International audienceWe prove large and moderate deviation principles for the distribution of an em...
AbstractIt is known that large deviations of sums of subexponential random variables are most likely...
It is known that large deviations of sums of subexponential random variables are most likely realise...
AbstractIt is known that large deviations of sums of subexponential random variables are most likely...
The precise large deviations asymptotics for the sums of independent identical random variables when...
The precise large deviations asymptotics for the sums of independent identical random variables when...
Let {Xk,k=1,2,...} be a sequence of negatively dependent random variables with common distribution F...
Let {Xk, k ¿ 1} be a sequence of independent, identically distributed nonnegative random variables w...
We prove large deviation results for the random sum S(t)=Sigma(i=1)(N(t)) X-i, t greater than or equ...
We prove large deviation results for the random sum S(t)=Sigma(i=1)(N(t)) X-i, t greater than or equ...
We prove large deviation results for the random sum S(t)=Sigma(i=1)(N(t)) X-i, t greater than or equ...
We present a formalization of the well-known thesis that, in the case of independent identically dis...
Let {Xk, k ≥ 1} be a sequence of independent, identically distributed nonnegative random variables w...
We present a formalization of the well-known thesis that, in the case of independent identically dis...
International audienceWe prove large and moderate deviation principles for the distribution of an em...
International audienceWe prove large and moderate deviation principles for the distribution of an em...
AbstractIt is known that large deviations of sums of subexponential random variables are most likely...
It is known that large deviations of sums of subexponential random variables are most likely realise...
AbstractIt is known that large deviations of sums of subexponential random variables are most likely...
The precise large deviations asymptotics for the sums of independent identical random variables when...
The precise large deviations asymptotics for the sums of independent identical random variables when...
Let {Xk,k=1,2,...} be a sequence of negatively dependent random variables with common distribution F...
Let {Xk, k ¿ 1} be a sequence of independent, identically distributed nonnegative random variables w...
We prove large deviation results for the random sum S(t)=Sigma(i=1)(N(t)) X-i, t greater than or equ...
We prove large deviation results for the random sum S(t)=Sigma(i=1)(N(t)) X-i, t greater than or equ...
We prove large deviation results for the random sum S(t)=Sigma(i=1)(N(t)) X-i, t greater than or equ...
We present a formalization of the well-known thesis that, in the case of independent identically dis...
Let {Xk, k ≥ 1} be a sequence of independent, identically distributed nonnegative random variables w...
We present a formalization of the well-known thesis that, in the case of independent identically dis...
International audienceWe prove large and moderate deviation principles for the distribution of an em...
International audienceWe prove large and moderate deviation principles for the distribution of an em...