3 citations · 5 across the 4 of their papers we have counts for
5 papers
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…
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 \…
An Abelian theorem with application to the conditional Gibbs principle
Zhansheng Cao
Let be independent unbounded real random variables which have common, roughly speaking, light-tailed type distribution. Denote by their sum and by $π^{a_n…
A conditional limit theorem for random walks under extreme deviation
Michel Broniatowski, Zhansheng Cao
This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>…
Stretched random walks and the behaviour of their summands
Michel Broniatowski, Zhansheng Cao
This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must sha…