Light tails: all summands are large when the empirical mean is large

DOI10.1007/S10687-014-0187-8zbMath1306.60059OpenAlexW2062815827MaRDI QIDQ488099

Zhansheng Cao, Michel Broniatowski

Publication date: 23 January 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-014-0187-8

zbMATH Keywords

extreme valuesErdős-Rényi lawrandom walkconditional limit theoremlight tailsaggregate formingextreme deviation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (2)

A Gibbs Conditional Theorem under Extreme Deviation ⋮ Refined behaviour of a conditioned random walk in the large deviations regime

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