Cramer Large Deviations when the Extreme Conjugate Distribution is Heavy-tailed

DOI10.1137/S0040585X97977008zbMath0954.60025OpenAlexW1975477259MaRDI QIDQ4954372

Alexander V. Nagaev

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97977008

zbMATH Keywords

large deviationsheavy-tailed distributionslowly varying functionconjugate distributionmonotone \(\varepsilon\)-approximationasymptotic Cramer-Petrov representation

Mathematics Subject Classification ID

Large deviations (60F10)

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