Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97979019
Reference10 articles.
1. On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails
2. A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes
3. Subexponentiality and infinite divisibility
4. Probabilities of Large Deviations for Sums of Independent Random Variables Attracted to a Stable Law
5. Subexponential distributions and integrated tails
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