Probabilities of Large Deviations of Sums of Independent Random Variables with Common Distribution Function in the Domain of Attraction of the Normal Law
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Publication:3482626
DOI10.1137/1134080zbMath0703.60024OpenAlexW2040440298MaRDI QIDQ3482626
Publication date: 1989
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1134080
Related Items (12)
Large deviations for the empirical mean of an M/M/\(1\) queue ⋮ Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations ⋮ Asymptotics of randomly stopped sums in the presence of heavy tails ⋮ Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes ⋮ Corrections to the central limit theorem for heavy-tailed probability densities ⋮ Transition phenomena for ladder epochs of random walks with small negative drift ⋮ Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling ⋮ On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails ⋮ On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case ⋮ Uniform approximations for the \(M/G/1\) queue with subexponential processing times ⋮ State-dependent importance sampling for regularly varying random walks ⋮ Large deviation probabilities for some classes of distributions satisfying the Cramér condition
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