Tauberian theorems and large deviations
Probability
2008-01-03 v1
Abstract
The link between Tauberian theorems and large deviations is surveyed, with particular reference to regular variation.
Keywords
Cite
@article{arxiv.0712.3410,
title = {Tauberian theorems and large deviations},
author = {N. H. Bingham},
journal= {arXiv preprint arXiv:0712.3410},
year = {2008}
}
Comments
To appear in a Special Volume of Stochastics: An International Journal of Probability and Stochastic Processes (http://www.informaworld.com/openurl?genre=journal%26issn=1744-2508) edited by N.H. Bingham and I.V. Evstigneev which will be reprinted as Volume 57 of the IMS Lecture Notes Monograph Series (http://imstat.org/publications/lecnotes.htm)