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

DOI10.3150/BJ/1126126764MaRDI QIDQ2496941zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4129728 (Why is no real title available?)
• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3507734 (Why is no real title available?)
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• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 967594 (Why is no real title available?)
• Expansions for the Density of the Absolute Value of a Strictly Stable Vector
• Multidimensional limit theorems allowing large deviations for densities of regular variation
• Multivariate large deviations with stable limit laws

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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