On the Asymmetrical Problem of Large Deviations

DOI10.1137/1120005MaRDI QIDQ4115858zbMATH OpenOpenAlexFDO

Authors L. V. Kim, Alexander V. Nagaev

Publication date 1975

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

Full work available at URL https://doi.org/10.1137/1120005

Mathematics Subject Classification ID

Large deviations (60F10)

Cited in

(4)

• Asymptotic properties of stable densities and the asymmetric large deviation problems.
• Large deviation probabilities for some classes of distributions satisfying the Cramér condition
• Asymptotic and structural properties of special cases of the Wright function arising in probability theory
• Probabilities of large deviations in the case of stable limit distributions

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