We present a formalization of the well-known thesis that, in the case of independent identically distributed random variables (Formula presented.) with power-like tails of index (Formula presented.), large deviations of the sum (Formula presented.) are primarily due to just one of the summands
Let{X-n;n >= 1) be an arbitrary sequence of heavy-tailed random variables, independent of a process ...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
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...
AbstractIt is known that large deviations of sums of subexponential random variables are most likely...
This paper considers large deviation results for sums of indepen-dent random variables, generalizing...
In this paper we establish a local precise large deviation result for sums Sn, n=1,2,... of independ...
ABSTRACT: It is known that large deviations of sums of subexponential random variables are most like...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
In this paper, a sum rule means a relationship between a functional defined on a subset of all proba...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
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...
Let {Xk, k ≥ 1} be a sequence of independent, identically distributed nonnegative random variables w...
Let{X-n;n >= 1) be an arbitrary sequence of heavy-tailed random variables, independent of a process ...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
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...
AbstractIt is known that large deviations of sums of subexponential random variables are most likely...
This paper considers large deviation results for sums of indepen-dent random variables, generalizing...
In this paper we establish a local precise large deviation result for sums Sn, n=1,2,... of independ...
ABSTRACT: It is known that large deviations of sums of subexponential random variables are most like...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
In this paper, a sum rule means a relationship between a functional defined on a subset of all proba...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
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...
Let {Xk, k ≥ 1} be a sequence of independent, identically distributed nonnegative random variables w...
Let{X-n;n >= 1) be an arbitrary sequence of heavy-tailed random variables, independent of a process ...
The theory of large deviations deals with rates at which probabilities of certain events decay as a ...
We prove large deviation results for the random sum S(t)=Sigma(i=1)(N(t)) X-i, t greater than or equ...
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