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arXiv:0712.3410 [math.PR]AbstractReferencesReviewsResources

Tauberian theorems and large deviations

N. H. Bingham

Published 2007-12-20Version 1

The link between Tauberian theorems and large deviations is surveyed, with particular reference to regular variation.

Comments: To appear in a Special Volume of Stochastics: An International Journal of Probability and Stochastic Processes (http://www.informaworld.com/openurl?genre=journal%26issn=1744-2508) edited by N.H. Bingham and I.V. Evstigneev which will be reprinted as Volume 57 of the IMS Lecture Notes Monograph Series (http://imstat.org/publications/lecnotes.htm)
Categories: math.PR
Subjects: 60F10, 60E10, 40E05
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