Functional Erdős-Rényi laws for semiexponential random variables
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Publication:1307489
DOI10.1214/aop/1022855755zbMath0945.60026OpenAlexW2072846575MaRDI QIDQ1307489
Publication date: 24 September 2000
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022855755
Sums of independent random variables; random walks (60G50) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)
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The maximum of a branching random walk with semiexponential increments ⋮ Non-central moderate deviations for compound fractional Poisson processes ⋮ Long strange segments, ruin probabilities and the effect of memory on moving average processes ⋮ Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums ⋮ Sample path large deviations for Lévy processes and random walks with regularly varying increments ⋮ Large deviation results on some estimators for stationary Gaussian processes ⋮ Sample path large deviations for Lévy processes and random walks with Weibull increments ⋮ Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers ⋮ Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions ⋮ Characterization of a general class of tail probability distributions ⋮ Large deviations of means of heavy-tailed random variables with finite moments of all orders ⋮ The Large Deviation Principle for the On-Off Weibull Sojourn Process ⋮ Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions
Cites Work
- Limit laws of Erdős-Rényi-Shepp type
- A functional limit theorem for Erdős and Rényi's law of large numbers
- On a new law of large numbers
- Large Deviations for Trajectories of Multi-Dimensional Random Walks
- An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
- A Limit Law Concerning Moving Averages
- Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
- Large deviations for processes with independent increments
- An introduction to the theory of large deviations
- Large deviations of sums of independent random variables
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