Large deviations for truncated heavy-tailed random variables |
| Arijit Chakrabarty |
| Abstract |
| In this work, we study the large deviations behavior of the sum of truncated heavy tailed random variables. We assume that the truncating threshold grows with the sample size fast enough so that the model is in the "soft truncation regime". The proofs are based on a generalization of the largest jump idea. |