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Asymptotics deviation probabilities of the sum
$S_n=X_1+\dots+X_n$
of independent and identically distributed real-valued random variables have been extensively investigated, in particular when
$X_1$
is not exponentially integrable. For instance, Nagaev (1969a, 1969b) formulated exact asymptotics results for
$\mathbb{P}(S_n>x_n)$
with
$x_n\to \infty$
when
$X_1$
has a semiexponential distribution. In the same setting, Brosset et al. (2020) derived deviation results at logarithmic scale with shorter proofs relying on classical tools of large-deviation theory and making the rate function at the transition explicit. In this paper we exhibit the same asymptotic behavior for triangular arrays of semiexponentially distributed random variables.
Mullooly (1988) provides sufficient conditions under which the variance of a left-truncated, non-negative random variable will be greater than the variance of the original variable. We consider this problem for the class of exponential mixtures, and provide an explicit expression for the inflation in variance in terms of the mixing density.
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