The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
The authors consider an analogy of the Lévy-Khinchin representation for a class of non-probability measures. Measures were taken symmetric and stable indexed by a parameter \(\alpha \in (2,4)\cup (4,6)\) with the characteristic functional (i.e., the Fourier transform) having the form \({\hat q}^{\alpha }(p) = \exp (c_0|p|^{\alpha }-c_1p^4)\) for \(\alpha \in (2,4)\) and \({\hat q}^{\alpha }(p) = \exp (-c_2|p|^{\alpha })\) for \(\alpha \in (4,6)\), where \(c_0, c_1, c_2\) are positive constants. Signed measures correspond to these functionals. Their asymptotic behaviour is studied. A sequence \( \{ \xi _j: j \in {\mathbb N} \} \) of independent random variables \(\xi _j\) is considered with the same distribution such that \(P(\xi _j>x) = \frac{b}{x^{\alpha }} (1+o(1))\), when \(x\to \infty \). Their normalized sums \(\frac{1}{n^{1/\alpha }} \sum_{j=1}^n \xi _j\) are considered and for characteristic functionals \(f_n\) of their distributions correction multipliers \(\psi _n\) are found such that the sequence \(f_n\psi _n\) converges in the space \(L^2\) to \({\hat q}^{\alpha }(p)\). An analogy of the Lévy-Khinchin representation is constructed. A connection between these results and the local limit theorems with large deviations is discussed.
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