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Moderate Deviations for Random Sums of Heavy-Tailed Random Variables
large deviations moderate deviations extended regular variation Poisson process
2007/12/11
Let $\{X_n ; n\geq 1\}$ be a sequence of independent non-negative random variables with common distribution function $F$ having extended regularly varying tail and finite mean $\mu=E(X_1)$ and let $\{...