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

DOI10.1007/S10955-016-1561-5MaRDI QIDQ526581zbMATH OpenOpenAlexFDO

Authors Yuri Kifer, S. R. S. Varadhan

Publication date 15 May 2017

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

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

zbMATH Keywords

heavy tailsstable distributionslimit theoremsnonconventional sumsLévy process

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)

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

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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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