The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  • Bingham, N. H.; Goldie, C. M.; Teugels, J. L. Regular variation. Encyclopedia of Mathematics and its Applications, 27. Cambridge University Press, Cambridge, 1987. xx+491 pp. ISBN: 0-521-30787-2 MR0898871
  • Bingham, E., and Mannila, H. (2001). Random projection in dimensionality reduction: Application to image and text data. Proc. of Seventh ACM SIGKDD International Conf. on Knowledge Discovery and Data Mining.
  • Cramér, H. (1938). Sur un nouveau théorème-limite de la théorie des probabilités. Actualités Scientifiques et Industrielles, 736:5--23.
  • Dembo, Amir; Zeitouni, Ofer. Large deviations techniques and applications. Jones and Bartlett Publishers, Boston, MA, 1993. xiv+346 pp. ISBN: 0-86720-291-2 MR1202429
  • Diaconis, Persi; Freedman, David. Asymptotics of graphical projection pursuit. Ann. Statist. 12 (1984), no. 3, 793--815. MR0751274
  • Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas. Modelling extremal events. For insurance and finance. Applications of Mathematics (New York), 33. Springer-Verlag, Berlin, 1997. xvi+645 pp. ISBN: 3-540-60931-8 MR1458613
  • Galambos, J.; Seneta, E. Regularly varying sequences. Proc. Amer. Math. Soc. 41 (1973), 110--116. MR0323963
  • Gantert, N. (1996). Large deviations for a heavy-tailed mixing sequence. Unpublished.
  • Kiesel, Rüdiger; Stadtmüller, Ulrich. A large deviation principle for weighted sums of independent identically distributed random variables. J. Math. Anal. Appl. 251 (2000), no. 2, 929--939. MR1794779
  • Nagaev, S. V. (1969). Integral limit theorems taking large deviations into account when Cramér's condition does not hold, I. Theory of Probability and its Applications, 14(1):51--64.
  • Nagaev, S. V. Large deviations of sums of independent random variables. Ann. Probab. 7 (1979), no. 5, 745--789. MR0542129
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.