New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable (Q2496941)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable |
scientific article |
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New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable (English)
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26 July 2006
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The paper gives new and unexpected large deviations results for a class of absolutely continuous, heavy-tailed, i.i.d. random vectors.
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normal domain of attraction
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spectral measure
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strictly \(\alpha\)-stable density
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