New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable (Q2496941)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is -stable |
scientific article; zbMATH DE number 5042621
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable |
scientific article; zbMATH DE number 5042621 |
Statements
New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable (English)
0 references
26 July 2006
0 references
The paper gives new and unexpected large deviations results for a class of absolutely continuous, heavy-tailed, i.i.d. random vectors.
0 references
normal domain of attraction
0 references
spectral measure
0 references
strictly \(\alpha\)-stable density
0 references
0 references
0.8685702681541443
0 references
0.8537377715110779
0 references
0.8196095824241638
0 references
0.8092774152755737
0 references
0.8059050440788269
0 references
