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math.PR2020
Large deviation results for triangular arrays of semiexponential random variables
Thierry Klein, Agnès Lagnoux, Pierre Petit
Asymptotics deviation probabilities of the sum S n = X 1 + + X n of independent and identically distributed real-valued random variables have been extens…
math.PR2020
Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition
Fabien Brosset, Thierry Klein, Agnès Lagnoux +1
Asymptotics deviation probabilities of the sum S n = X 1 + + X n of independent and identically distributed real-valued random variables have been extens…