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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 4, Pages 637–645 (Mi tvp2212)  

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
Full-text PDF (495 kB) Citations (3)
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
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 4, Pages 670–680
DOI: https://doi.org/10.1137/1128066
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by A.~V.~Nagaev
\paper On asymmetric large deviations problem in the case of the stable limit law
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 4
\pages 637--645
\mathnet{http://mi.mathnet.ru/tvp2212}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=726890}
\zmath{https://zbmath.org/?q=an:0544.60037|0527.60027}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 4
\pages 670--680
\crossref{https://doi.org/10.1137/1128066}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984TV66700002}
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  • https://www.mathnet.ru/eng/tvp/v28/i4/p637
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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