Probabilities of large deviations in the case of stable limit distributions
From MaRDI portal
For independent random variables with common distribution function F from the domain of attraction of a stable law and with some special properties the equality \[ P(\sum^{n}_{j=1}X_ j\geq x)=nP(X_ 1\geq x)(1+o(1)) \] is valid uniformly with respect to x in some domain. This domain is described in terms of F. The result generalizes those of V. M. Zolotarev, L. V. Kim and A. V. Nagaev.
Recommendations
- Publication:3471264
- Вероятности больших уклонений суммы независимых случайных величин с общей функцией распределения из области притяжения несимметричного
- Large deviations of sums of independent random variables from the domain of attraction of a stable law
- scientific article; zbMATH DE number 3953960
- scientific article; zbMATH DE number 3905552
Cites work
Cited in
(19)- Large deviations of sums of independent random variables from the domain of attraction of a stable law
- Minimal conditions in p-stable limit theorems. II
- On the asymptotics of one-sided large deviation probabilities
- A sharp estimate for probability distributions
- Some limit theorems for large deviations of sums of independent random variables with common distribution function from the domain of normal attraction of a stable distribution
- Multivariate large deviations with stable limit laws
- scientific article; zbMATH DE number 4013651 (Why is no real title available?)
- scientific article; zbMATH DE number 4133207 (Why is no real title available?)
- Stationary lower probabilities and unstable averages
- On the Asymmetric Problem of Large Deviations When the Limit Law is Stable
- scientific article; zbMATH DE number 4138852 (Why is no real title available?)
- scientific article; zbMATH DE number 3905552 (Why is no real title available?)
- scientific article; zbMATH DE number 3936099 (Why is no real title available?)
- scientific article; zbMATH DE number 3953960 (Why is no real title available?)
- scientific article; zbMATH DE number 4074078 (Why is no real title available?)
- Вероятности больших уклонений суммы независимых случайных величин с общей функцией распределения из области притяжения несимметричного устойчивого закона
- scientific article; zbMATH DE number 482616 (Why is no real title available?)
- On Exact Asymptotics in the Weak Law of Large Numbers for Sums of Independent Random Variables with a Common Distribution Function from the Domain of Attraction of a Stable Law. II
- Convergence to stable laws and the modeling of them
This page was built for publication: Probabilities of large deviations in the case of stable limit distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q800023)
