Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
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Publication:2136090
DOI10.1214/22-EJP774zbMath1493.60010arXiv1902.09922OpenAlexW4302043781MaRDI QIDQ2136090
Bert Zwart, Zbigniew Palmowski, Ayan Bhattacharya
Publication date: 10 May 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.09922
Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Jump processes on general state spaces (60J76)
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