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Large Deviations Of Sums Mainly Due To Just One Summand
Published 27 Oct 2021 in math.PR | (2110.14741v1)
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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