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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... -
Long runs under a conditional limit distribution
55 pages. To appear Annals of Applied Probability -
Large deviation exponential inequalities for supermartingales
International audience -
Moments, moderate and large deviations for a branching process in a random en...
International audience -
An extension of the target theory in biology applied to system reliability
International audience
