Large Deviations Of Sums Mainly Due To Just One Summand

Document Type

Article

Publication Date

8-16-2022

Department

Department of Mathematical Sciences

Abstract

We present a formalization of the well-known thesis that, in the case of independent identically distributed random variables (Formula presented.) with power-like tails of index (Formula presented.), large deviations of the sum (Formula presented.) are primarily due to just one of the summands.

Publication Title

American Mathematical Monthly

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