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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 3, Pages 456–475
DOI: https://doi.org/10.4213/tvp1554
(Mi tvp1554)
 

This article is cited in 9 scientific papers (total in 9 papers)

Cramer large deviations when the extreme conjugate distribution is heavy-tailed

A. V. Nagaev

Nikolaus Copernicus University
Full-text PDF (747 kB) Citations (9)
Abstract: The classical large deviations problem is considered under the assumption that the unilateral Cramer condition holds on a bounded interval. We assume that the extreme conjugate distribution is from the domain of attraction of a stable law. A limit is established up to which the asymptotic Cramer–Petrov representation is valid.
Keywords: conjugate distribution, slowly varying function, monotone $\varepsilon$-approximation.
Received: 05.11.1996
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 3, Pages 405–421
DOI: https://doi.org/10.1137/S0040585X97977008
Bibliographic databases:
Language: Russian
Citation: A. V. Nagaev, “Cramer large deviations when the extreme conjugate distribution is heavy-tailed”, Teor. Veroyatnost. i Primenen., 43:3 (1998), 456–475; Theory Probab. Appl., 43:3 (1999), 405–421
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 3
\pages 405--421
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  • https://doi.org/10.4213/tvp1554
  • https://www.mathnet.ru/eng/tvp/v43/i3/p456
  • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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