Paul Embrechts, Gennady Samorodnitsky, “Ruin problem and how fast stochastic processes”, Ann. Appl. Probab., 13, no. 1, 2003
Quentin Berger, Giambattista Giacomin, Maha Khatib, “DNA melting structures in the generalized Poland-Scheraga model”, ALEA, 15, no. 2, 2018, 993
C. Douglas Howard, Charles M. Newman, “Special Invited Paper: Geodesics And Spanning Tees For Euclidean First-Passage Percolaton”, Ann. Probab., 29, no. 2, 2001
Ken R. Duffy, Claudio Macci, Giovanni Luca Torrisi, “On the large deviations of a class of modulated additive processes”, ESAIM: PS, 15, 2011, 83
Wei He, Dongya Cheng, Yuebao Wang, “Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables”, Statistics & Probability Letters, 83, no. 1, 2013, 331
A. A. Mogul’skii, “An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions”, Sib Math J, 49, no. 4, 2008, 669
Thomas Mikosch, Olivier Wintenberger, “Precise large deviations for dependent regularly varying sequences”, Probab. Theory Relat. Fields, 156, no. 3-4, 2013, 851
A. V. Lebedev, “Maxima of Independent Sums in the Presence of Heavy Tails”, Theory Probab. Appl., 49, no. 4, 2005, 700
Francis Comets, Ryoki Fukushima, Shuta Nakajima, Nobuo Yoshida, “Limiting Results for the Free Energy of Directed Polymers in Random Environment with Unbounded Jumps”, J Stat Phys, 161, no. 3, 2015, 577
Yuri Gabovich, “The Tails of Annual Equity Returns Are Not Fat”, SSRN Journal, 2014