One-big-jump polynomial lower bound
ID: one-big-jump-polynomial-lower-bound
For nonnegative independent identically distributed summands with polynomial upper tail for , positivity gives for fixed and large . Since this probability is also at most one, its logarithm divided by tends to zero. No positive exponential moment exists, so the exponential-moment form of the Cramér theorem cannot be applied. The bound proves a logarithmic rate and does not assert an exact tail asymptotic.
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