Multivariate large deviations with stable limit laws

zbMATH Open0985.60027MaRDI QIDQ2772025FDOQ2772025

Authors: Alexander Zaigraev 

Publication date: 18 February 2002

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

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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)

Cited In (19)

• MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
• Multidimensional strong large deviation results
• Disorder relevance for the random walk pinning model in dimension 3
• 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
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• On Large and Superlarge Deviations of Sums of Independent Random Vectors under Cramér's Condition. I
• Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations
• Stable large deviations for deterministic dynamical systems
• New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations
• Local limit theorems for large deviations
• Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
• A new ideal metric with applications to multivariate stable limit theorems
• Multivariate stability and strong limiting behaviour of intermediate order statistics
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• Large deviations for sums of random vectors attracted to operator semi-stable laws

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