Tauberian theorems and large deviations
N. H. Bingham
TL;DR
This paper surveys the connection between Tauberian theorems and large deviations, emphasizing the role of regular variation in establishing asymptotic probability estimates.
Contribution
It provides a comprehensive overview of how Tauberian theorems relate to large deviations, highlighting the significance of regular variation.
Findings
Clarifies the relationship between Tauberian theorems and large deviations
Highlights the importance of regular variation in asymptotic analysis
Provides insights into probabilistic tail behavior
Abstract
The link between Tauberian theorems and large deviations is surveyed, with particular reference to regular variation.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Stochastic processes and financial applications · Advanced Topology and Set Theory