Uniform Estimate for Distributions of the Sum of i.i.d. Random Variables with Fat Tail

被引：0

作者：

Fushiya, Hirotaka ^{[1
]}

Kusuoka, Shigeo ^{[2
]}

机构：

[1] Aoyama Gakuin Univ, Sch Social Informat, Tokyo 150, Japan

[2] Univ Tokyo, Grad Sch Math Sci, Meguro Ku, Tokyo 1538914, Japan

来源：

JOURNAL OF MATHEMATICAL SCIENCES-THE UNIVERSITY OF TOKYO | 2010年 / 17卷 / 01期

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The research on asymptotic behavior of distributions of the sum of i.i.d random variables has a long history and a lot of facts are known. The authors consider the case where the distribution of a random variable has the second moment but has a fat tail, and they show a new limit theorem for large deviations.

引用

页码：79 / 121

页数：43

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