Asymptotic behaviour of stable measures near the origin

DOI10.1214/aop/1176992628zbMath0591.60007MaRDI QIDQ1074940

Michał Ryznar

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992628

zbMATH Keywords

seminorms; stable measures; lower tail

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)

60B11: Probability theory on linear topological spaces

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Small deviations of stable processes and entropy of the associated random operators, Small ball estimates in \(p\)-variation for stable processes