Large Deviations Of Sums Mainly Due To Just One Summand
Department of Mathematical Sciences
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.
American Mathematical Monthly
Large Deviations Of Sums Mainly Due To Just One Summand.
American Mathematical Monthly.
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