Large-deviation results for triangular arrays of semiexponential random variables

DOI10.1017/jpr.2021.58zbMath1492.60066arXiv2010.09276OpenAlexW3092894170MaRDI QIDQ5086998

Agnès Lagnoux, Thierry Klein, Pierre Petit

Publication date: 8 July 2022

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.09276

zbMATH Keywords

contraction principlelarge deviationstruncated random variabletriangular arraysemiexponential distributionGärtner-Ellis theoremWeibull-like distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (1)

Deviation results for sparse tables in hashing with linear probing

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations for random walks under subexponentiality: The big-jump domain
• The weak law of large numbers for arrays
• Complete convergence for arrays
• Large deviations of heavy-tailed sums with applications in insurance
• Strong laws of large numbers for arrays of row-wise independent random variables
• A theorem about probabilities of large deviations with an application to queuing theory
• Large deviations at the transition for sums of Weibull-like random variables
• Asymptotic distribution for the cost of linear probing hashing
• Asymptotic Analysis of Random Walks
• Large Deviations for Sums of Independent Non Identically Distributed Random Variables
• Integral Limit Theorems Taking Large Deviations into Account when Cramér’s Condition Does Not Hold. I
• Integral Limit Theorems Taking Large Deviations Into Account When Cramér’s Condition Does Not Hold. II
• Generalization of a Probability Limit Theorem of Cramer
• Large deviations of sums of independent random variables
• Large deviation probabilities for random walks with semiexponential distributions

This page was built for publication: Large-deviation results for triangular arrays of semiexponential random variables