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On large deviation for extremes

Statistics & Probability Letters, 2003
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Drees, H   +2 more
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On Large Deviations, II

Theory of Probability & Its Applications, 2000
The paper presents a new point of view on the Cramér type large deviations \[ P(\xi >x)=(1-\Phi (x))Q\exp(L) \] for the ``right tail'' of the distribution of a random variable \(\xi\). Here \(\Phi (x)\) is a standard normal distribution function, \(Q\) and \(L\) are some quantities depending on \(x\) and \(\xi\).
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On the Theory of Large Deviations

Theory of Probability & Its Applications, 1994
Summary: The similarity of the ``large deviation principle, (DV1) and (DV2)'' and the ``weak convergence of probability measures'' was used by the author in the earlier paper [in: New trends in probability and statistics. Vol. 1, Proc. 23rd Bakuriani Colloq. in Honour of Yu. V.
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Large Deviations for Cascades and Cascades of Large Deviations

2004
In a Mandelbrot’s multiplicative cascade on [0,1] ,letr bethe number of cells,and Z the mass of the measure at the height n in the rary tree. Most of the known results deal with the limit n —>∞with r fixed. In some previous papers,we began the study of r —>∞when n is fixed,showinga lawof large numbers and describinga newlarge deviations phenomenon when
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LARGE DEVIATIONS OF MULTIFRACTAL MEASURES

Fractals, 2002
We analyze the extremes of stationary multifractal measures using large deviation theory. We consider various cases involving discrete multiplicative cascades: scalar or vector cascades with dependent or independent generators, bare or dressed measures, and marginal (single-point) or joint (multi-point) extremes.
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