New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is -stable

DOI10.3150/BJ/1126126764zbMATH Open1098.60031OpenAlexW2098833185MaRDI QIDQ2496941FDOQ2496941

Authors: Alexander V. Nagaev, Alexander Zaigraev 

Publication date: 26 July 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1126126764

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zbMATH Keywords

spectral measurenormal domain of attractionstrictly \(\alpha\)-stable density

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cites Work

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• Expansions for the Density of the Absolute Value of a Strictly Stable Vector
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• Multivariate large deviations with stable limit laws
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• Multidimensional limit theorems allowing large deviations for densities of regular variation
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Cited In (6)

• Multivariate large deviations with stable limit laws
• Strong renewal theorems and local large deviations for multivariate random walks and renewals
• Large-deviation theorems for sums of independent and identically distributed random vectors
• Large samples of observations of random vectors of large dimension
• Local limit theorems for large deviations
• On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable

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