کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155914 958783 2011 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Conditional distribution of heavy tailed random variables on large deviations of their sum
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Conditional distribution of heavy tailed random variables on large deviations of their sum
چکیده انگلیسی

It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are distributed when a large deviation of the sum is observed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 5, May 2011, Pages 1138–1147
نویسندگان
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