Large Deviation Probabilities for Sums of Random Variables with Heavy or Subexponential Tails
Probability
2022-11-30 v1
Abstract
Let be the sum of independent random variables with distribution . Under the assumption that is slowly varying, conditions for are given. These conditions extend and strengthen a series of previous results. Additionally, a connection with subexponential distributions is demonstrated. That is, is subexponential if and only if the condition above holds for some and
Keywords
Cite
@article{arxiv.2211.16340,
title = {Large Deviation Probabilities for Sums of Random Variables with Heavy or Subexponential Tails},
author = {Daren B. H. Cline and Tailen Hsing},
journal= {arXiv preprint arXiv:2211.16340},
year = {2022}
}