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