- Bo Jiang, Jian Tan, Wei Wei, Ness Shroff, Don Towsley, “Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance”, J. Appl. Probab., 50, № 01, 2013, 127
- Thomas Mikosch, Gennady Samorodnitsky, “The supremum of a negative drift random walk with dependent heavy-tailed steps”, Ann. Appl. Probab., 10, № 3, 2000
- Victor Chulaevsky, “Non-perturbative Anderson localization in heavy-tailed potentials via large deviations moment analysis”, Journal of Mathematical Physics, 57, № 9, 2016, 093506
- Erik W. Grafarend, Joseph L. Awange, Linear and Nonlinear Models, 2012, 81
- P. Bertail, S. Clémençon, “Sharp Bounds for the Tails of Functionals of Markov Chains”, Theory Probab. Appl., 54, № 3, 2010, 505
- Erik W. Grafarend, Joseph L. Awange, Linear and Nonlinear Models, 2012, 89
- Yan Liu, Yijun Hu, “Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails”, Sci. China Ser. A-Math., 46, № 3, 2003, 383
- Daniel Lacker, “A non-exponential extension of Sanov’s theorem via convex duality”, Adv. Appl. Probab., 52, № 1, 2020, 61
- Han Xiao, Wei Biao Wu, “Covariance matrix estimation for stationary time series”, Ann. Statist., 40, № 1, 2012
- A. V. Nagaev, “Cramer Large Deviations when the Extreme Conjugate Distribution is Heavy-tailed”, Theory Probab. Appl., 43, № 3, 1999, 405