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Behavior of a sample under extreme conditioning, maximum likelihood under wei...
In Chapter one, we explore the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all... -
Light tails: All summands are large when the empirical mean is large
It is well known that for a fixed number of independent identically distributed summands with light tail, large values of the sample mean are obtained only when all... -
Light tails: Gibbs conditional principle under extreme deviation
Let X₁,..,X_{n} denote an i.i.d. sample with light tail distribution and S₁ⁿ denote the sum of its terms; let a_{n} be a real sequence going to infinity with n. In a...
