Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations

DOI10.1137/S0040585X97982669MaRDI QIDQ5439994zbMATH OpenOpenAlexFDO

Authors Alexander V. Nagaev

Publication date 30 January 2008

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982669

zbMATH Keywords

\(\alpha\)-stable distributionasymmetric stable lawconjugate distributionCramér transformLegendre-Fenchel transformPoisson spectral measurestrictly \(\alpha\)-stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10)

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• scientific article; zbMATH DE number 4133208

Cited in

(4)

• Asymptotic behaviour of densities of multi-dimensional stable distributions
• On the Asymmetric Problem of Large Deviations When the Limit Law is Stable
• On asymptotic properties of multidimensionalα -stable densities
• Asymptotic estimates of multi-dimensional stable densities and their applications

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