Theoretical Statistics and Mathematics Unit, ISI Delhi

Large deviations for truncated heavy-tailed random variables: a boundary case

by Arijit Chakrabarty

This paper investigates the decay rate of the probability that the row sum of a triangular array of truncated heavy tailed random variables is larger than an integer $(k)$ times the truncating threshold, as both - the number of summands and the threshold go to infinity. The method of attack for this problem is significantly different from the one where $k$ is not an integer, and requires much sharper estimates.

isid/ms/2011/13 [fulltext]

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