Large deviations for truncated heavy-tailed random variables: a boundary case

Details Large deviations for truncated heavy-tailed random variables: a boundary case Large deviations for truncated heavy-tailed random variables: a boundary case

2011-07-14

arxiv.org/abs/1107.2736v1

Mathematics

Probability

Scientific paper

This paper investigates the decay rate of the probability that the row sum of a triangular array of truncated heavy tailed random variables is larger than an integer (k) times the truncating threshold, as both - the number of summands and the threshold go to infinity. The method of attack for this problem is significantly different from the one where k is not an integer, and requires much sharper estimates.

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