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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 4, Pages 637–645
(Mi tvp2212)
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This article is cited in 3 scientific papers (total in 3 papers)
On asymmetric large deviations problem in the case of the stable limit law
A. V. Nagaev Taškent
Abstract:
Let $\xi_j$ be i. i. d. random variables such that for $x\ge x_0$
$$
\mathbf P\{\xi_1>x\}=x^{-\alpha}l(x),\quad\mathbf P\{\xi_1<-x\}=x^{-\beta}m(x),
$$
where $0<\alpha<1$, $\beta>\alpha$ and the functions $l(x)$ and $m(x)$ vary slowly as $x\to\infty$. We
study the asymptotic behaviour of
$$
\mathbf P\{\xi_1+\dots+\xi_n<x\}\quad\text{for}\ x=0\ (\inf\{y:\ ny^{-\alpha}l(y)\le 1\}).
$$
Received: 08.06.1981
Citation:
A. V. Nagaev, “On asymmetric large deviations problem in the case of the stable limit law”, Teor. Veroyatnost. i Primenen., 28:4 (1983), 637–645; Theory Probab. Appl., 28:4 (1984), 670–680
Linking options:
https://www.mathnet.ru/eng/tvp2212 https://www.mathnet.ru/eng/tvp/v28/i4/p637
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