论文标题
重型尾部随机变量的大偏差的定量界限
Quantitative bounds for large deviations of heavy tailed random variables
论文作者
论文摘要
独立，中心，相同分布，重尾随机变量达到非常大的值的概率在渐近上等于存在单个求和等于该值的概率。我们在此近似中量化了误差。我们此外，以个人总列来的定律为特征，以大笔为条件。
The probability that the sum of independent, centered, identically distributed, heavy-tailed random variables achieves a very large value is asymptotically equal to the probability that there exists a single summand equalling that value. We quantify the error in this approximation. We furthermore characterise of the law of the individual summands, conditioned on the sum being large.
