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Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
N. V. Smorodina, M. M. Faddeev St. Petersburg State University, St.-Petersburg, Russia
Аннотация:
We study properties of symmetric stable measures with index $\alpha>2,\ \ \alpha\neq 2k,\ k\in\mathbb{N}$. Such measures are signed ones and hence they are not probability measures. We show that, in some sense, these signed measures are limit measures for sums of independent random variables.
Ключевые слова:
Large deviation problem, strictly stable random variable, limit theorems.
Образец цитирования:
N. V. Smorodina, M. M. Faddeev, “Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem”, Theory Stoch. Process., 16(32):1 (2010), 94–102
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp65 https://www.mathnet.ru/rus/thsp/v16/i1/p94
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Страница аннотации: | 142 | PDF полного текста: | 57 | Список литературы: | 34 |
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