Large deviations of sums mainly due to just one summand for super-heavy tailed distributions

DOI10.21915/bimas.2023403OpenAlexW4391353803WikidataQ129136266 ScholiaQ129136266MaRDI QIDQ6150561

Toshio Nakata

Publication date: 6 March 2024

Published in: Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21915/bimas.2023403

zbMATH Keywords

slow variationsuper-heavy taillog-Pareto distributionsuper-Petersburg game

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Large deviations (60F10)

Cites Work

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• Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum
• Large deviations view points for heavy-tailed random walks
• A note on the asymptotics of the maxima for the St. Petersburg game
• Large deviations for super-heavy tailed random walks
• Slowly varying functions and asymptotic relations
• Infinite divisibility and generalized subexponentiality
• Large Deviations Of Sums Mainly Due To Just One Summand
• Heavy-Tail Phenomena
• Probability: A Graduate Course
• Regularly varying functions

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