Multivariate large deviations with stable limit laws

MaRDI QIDQ2772025zbMATH OpenFDO

Authors Alexander Zaigraev

Publication date 18 February 2002

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

regular variationlocal limit theoremsums of independent identically distributed random vectorsmaximal summand

Mathematics Subject Classification ID

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

Recommendations

• Multidimensional limit theorems allowing large deviations for densities of regular variation
• New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable
• Probabilities of large deviations in the case of stable limit distributions
• scientific article; zbMATH DE number 3953960
• Large deviation probabilities for sums of heavy-tailed dependent random vectors

Cited in

(19)

• Disorder relevance for the random walk pinning model in dimension 3
• A new ideal metric with applications to multivariate stable limit theorems
• Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Strong renewal theorems and local large deviations for multivariate random walks and renewals
• scientific article; zbMATH DE number 1524440 (Why is no real title available?)
• scientific article; zbMATH DE number 1301699 (Why is no real title available?)
• Local limit theorems for large deviations
• Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
• New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable
• Multivariate stability and strong limiting behaviour of intermediate order statistics
• scientific article; zbMATH DE number 2104320 (Why is no real title available?)
• MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
• Multidimensional strong large deviation results
• Stable large deviations for deterministic dynamical systems
• Large-deviation theorems for sums of independent and identically distributed random vectors
• Large deviations for sums of random vectors attracted to operator semi-stable laws
• Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations
• On Large and Superlarge Deviations of Sums of Independent Random Vectors under Cramér's Condition. I

This page was built for publication: Multivariate large deviations with stable limit laws

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2772025)