pith. sign in

arxiv: 1107.2736 · v2 · pith:CCQRIRFDnew · submitted 2011-07-14 · 🧮 math.PR

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

classification 🧮 math.PR
keywords integerrandomthresholdtruncatedvariablesarrayattackboundary
0
0 comments X
read the original abstract

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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.