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Conditional distribution of heavy tailed random variables on large deviations of their sum - MaRDI portal

Conditional distribution of heavy tailed random variables on large deviations of their sum (Q544509)

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Conditional distribution of heavy tailed random variables on large deviations of their sum
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    Conditional distribution of heavy tailed random variables on large deviations of their sum (English)
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    15 June 2011
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    large deviations
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    subexponential distributions
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    conditional limit theorem
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    Gibbs conditioning principle
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