LARGE DEVIATIONS OF MEANS OF HEAVY-TAILED RANDOM VARIABLES WITH FINITE MOMENTS OF ALL ORDERS

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalJournal of Applied Probability
Volume54
Issue number1
Pages (from-to)66-81
Number of pages16
ISSN0021-9002
DOIs
Publication statusPublished - Mar 2017
MoE publication typeA1 Journal article-refereed

Fields of Science

  • Logarithmic asymptotics
  • regular variation
  • stretched exponential
  • large deviation
  • heavy-tailed
  • PRINCIPLE
  • SUMS
  • 111 Mathematics

Cite this

@article{17bf096844be496daf3d825c7dbcb36c,
title = "LARGE DEVIATIONS OF MEANS OF HEAVY-TAILED RANDOM VARIABLES WITH FINITE MOMENTS OF ALL ORDERS",
keywords = "Logarithmic asymptotics, regular variation, stretched exponential, large deviation, heavy-tailed, PRINCIPLE, SUMS, 111 Mathematics",
author = "Jaakko Lehtomaa",
year = "2017",
month = "3",
doi = "10.1017/jpr.2016.87",
language = "English",
volume = "54",
pages = "66--81",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Cambridge University Press",
number = "1",

}

LARGE DEVIATIONS OF MEANS OF HEAVY-TAILED RANDOM VARIABLES WITH FINITE MOMENTS OF ALL ORDERS. / Lehtomaa, Jaakko.

In: Journal of Applied Probability, Vol. 54, No. 1, 03.2017, p. 66-81.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - LARGE DEVIATIONS OF MEANS OF HEAVY-TAILED RANDOM VARIABLES WITH FINITE MOMENTS OF ALL ORDERS

AU - Lehtomaa, Jaakko

PY - 2017/3

Y1 - 2017/3

KW - Logarithmic asymptotics

KW - regular variation

KW - stretched exponential

KW - large deviation

KW - heavy-tailed

KW - PRINCIPLE

KW - SUMS

KW - 111 Mathematics

U2 - 10.1017/jpr.2016.87

DO - 10.1017/jpr.2016.87

M3 - Article

VL - 54

SP - 66

EP - 81

JO - Journal of Applied Probability

JF - Journal of Applied Probability

SN - 0021-9002

IS - 1

ER -