Multidimensional limit theorems allowing large deviations for densities of regular variation

DOI10.1006/JMVA.1998.1773MaRDI QIDQ1275424zbMATH OpenOpenAlexFDO

Authors Alexander V. Nagaev, Alexander Zaigraev

Publication date 24 January 2000

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1998.1773

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cited in

(11)

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• Multivariate large deviations with stable limit laws
• Large deviations for random walks under subexponentiality: The big-jump domain
• Theorems of large deviations in the multivariate invariance principle
• Abelian Theorems, Limit Properties of Conjugate Distributions, and Large Deviations for Sums of Independent Random Vectors
• scientific article; zbMATH DE number 1524440 (Why is no real title available?)
• Multidimensional large deviation local limit theorems
• Asymptotic expansions of densities of sums of random vectors without third moment
• Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
• 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 2104320 (Why is no real title available?)

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