Multivariate large deviations with stable limit laws

• Autorzy: Zaigraev A.
• Języki publikacji: EN

Abstrakty

EN

The large deviation problem for sums of i.i.d. random vectors is considered. It is assumed that the underlying distribution is absolutely continuous and its density is of regular variation. An asymptotic expression for the probability of large deviations is established in the case of a non-normal stable limit law. The role of the maximal summand is also emphasized.

Słowa kluczowe

EN

sums of ii.d. random vectors; local limit theorem; regular variation; maximal summand

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 1999
• Tom: Vol. 19, Fasc. 2
• Strony: 323--335
• Opis fizyczny: Bibliogr. 29 poz.

Twórcy

autor

Zaigraev A.

• Faculty of Mathematics and Informatics, Nicholas Copernicus University, ul. Chopina 12/18, 87-100 Toruń, Poland

Bibliografia

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