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Convex large deviation rate functions under mixtures of linear transformations,with an application to ruin theory |
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| Authors: | Harri Nyrhinen |
| Affiliation: | Department of Mathematics and Statistics, P.O. Box 68, FIN-00014, University of Helsinki, Finland |
| Abstract: | |
| Keywords: | primary, 60F10 secondary, 60G40 |
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