Tails of polynomials of random variables and stable limits for nonconventional sums

DOI10.1007/S10955-016-1561-5zbMATH Open1362.60033arXiv1604.05284OpenAlexW583262598MaRDI QIDQ526581FDOQ526581

Authors: Yuri Kifer, S. R. S. Varadhan 

Publication date: 15 May 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials

Full work available at URL: https://arxiv.org/abs/1604.05284

Recommendations

• Nonconventional limit theorems
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• Publication:3471261
• scientific article; zbMATH DE number 1932286

zbMATH Keywords

heavy tails[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]stable distributionslimit theoremsnonconventional sums

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52)

Cites Work

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• Heavy-Tail Phenomena
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• Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
• Functional limit theorems for dependent variables
• Stable limits for partial sums of dependent random variables
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• Convergence to Lévy stable processes under some weak dependence conditions
• Nonconventional large deviations theorems
• Nonconventional limit theorems in discrete and continuous time via martingales
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• Stable limit distributions for strongly mixing sequences

Cited In (1)

• A local limit theorem for a number of multiple recurrences generated by some mixing processes with applications to Young towers

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