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math.ST2013
A sharp Abelian theorem for the Laplace transform
Maeva Biret, Michel Broniatowski, Zhansheng Cao
This paper states asymptotic equivalents for the three first moments of the Eescher transform of a distribution on R with smooth density in the upper tail. As a by product if provi…
math.ST2013
Light tails: Gibbs conditional principle under extreme deviation
Michel Broniatowski, Zhansheng Cao
Let denote an i.i.d. sample with light tail distribution and denote the sum of its terms; let be a real sequence\ going to infinity with \…