A contribution to the theory of large deviations for sums of independent random variables
From MaRDI portal
Publication:5540939
DOI10.1007/BF00535016zbMath0158.17001OpenAlexW4250441036MaRDI QIDQ5540939
Publication date: 1967
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535016
Related Items
Large deviation estimates involving deformed exponential functions, Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions, Unnamed Item, Moderate deviations for random sums of heavy-tailed random variables, Precise large deviations for sums of random variables with consistently varying tails, Precise large deviations for strong subexponential distributions and applications on a multi risk model, Precise large deviations for negatively associated random variables with consistently varying tails, Precise large deviations for dependent random variables with applications to the compound renewal risk model, On the convergence of convolutions of distributions with regularly varying tails, Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails, Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model, Precise large deviations for long-tailed distributions, Maxima of branching random walks vs. independent random walks, Large deviations for the stochastic present value of aggregate claims in the renewal risk model, Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations, Chung-type law of the iterated logarithm for continuous time random walk, A case of limit distribution of the maximal volume of a tree in a random forest, Precise large deviations of aggregate claims in a compound size-dependent renewal risk model, Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models, Precise large deviations for widely orthant dependent random variables with different distributions, On the ladder heights of random walks attracted to stable laws of exponent 1, Large deviations for sums of random vectors attracted to operator semi-stable laws, Precise large deviations for widely orthant dependent random variables with dominatedly varying tails, Large deviations for heavy-tailed random sums in compound renewal model, Chover-type laws of the iterated logarithm for continuous time random walks, The general principle for precise large deviations of heavy-tailed random sums, Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition, Local precise large deviations for sums of random variables with \(O\)-regularly varying densities, Stable random fields, point processes and large deviations, On the rate of convergence in the central limit theorem for distributions with regularly varying tails, Homogeneous models and generic extensions, Harmonic renewal measures and bivariate domains of attraction in fluctuation theory, A contribution to large deviations for heavy-tailed random sums, Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
Cites Work
