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arXiv · 2110.14741

Large Deviations Of Sums Mainly Due To Just One Summand

Iosif Pinelis
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Abstract

We present a formalization of the well-known thesis that, in the case of independent identically distributed random variables $X_1,\dots,X_n$ with power-like tails of index $\alpha\in(0,2)$, large deviations of the sum $X_1+\dots+X_n$ are primarily due to just one of the summands.

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Iosif Pinelis. 2021-10-27. Large Deviations Of Sums Mainly Due To Just One Summand. https://arxiv.org/abs/2110.14741

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