2000 character limit reached
Non-Improved Uniform Tail Estimates for Normed Sums of Independent Random Variables with Heavy Tails, with applications
Published 21 Oct 2011 in math.PR | (1110.4879v1)
Abstract: We obtain an uniform tail estimates for natural normed sums of independent random variables (r.v.) with regular varying tails of distributions. We give also many examples on order to show the exactness of offered estimates and discuss some applications in the method Monte-Carlo and statistics, and obtain the sufficient conditions for Central and stable limit theorem in the Banach space of continuous function. There are considered a slight generalization on a random variables with super-heavy tails and martingale difference scheme.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.