Some Asymptotic Results for One-Sided Large Deviation Probabilities

被引：6
|
作者：
V. Paulauskas
A. Skučaitė
机构：
[1] Vilnius University,
来源：
Lithuanian Mathematical Journal | 2003年 / 43卷 / 3期
关键词：
large deviation probabilities;
D O I：
10.1023/A:1026145503719
中图分类号：
学科分类号：
摘要：
We investigate the asymptotic behavior of the sum of independent real random variables. We assume that the random variables are not identically distributed but the average of distribution functions of these random variables is equivalent to some heavy-tailed limit distribution function. An example with Pareto law as limit function is given.
引用
收藏
页码：318 / 326
页数：8
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