Conditional distribution of heavy tailed random variables on large deviations of their sum

Stochastic Processes and their Applications

Volumn 121, Issue 5, 2011, Pages 1138-1147

  Armendáriz, Inés ^a   Loulakis, Michail ^b,c  

^a UNIVERSIDAD DE SAN ANDRÉS   (Argentina)

^b UNIVERSITY OF CRETE   (Greece)

^c INSTITUTE OF COMPUTER SCIENCE   (Greece)

Author keywords

Conditional limit theorem; Gibbs conditioning principle; Large deviations; Subexponential distributions

Indexed keywords

CONDITIONAL DISTRIBUTION; GIBBS CONDITIONING PRINCIPLE; HEAVY-TAILED; LARGE DEVIATIONS; LIMIT THEOREM; SUBEXPONENTIAL DISTRIBUTIONS;

RANDOM VARIABLES;

EID: 79952626432     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2011.01.011     Document Type: Article

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