Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations (Q5439994)

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scientific article; zbMATH DE number 5231421
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Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations
scientific article; zbMATH DE number 5231421

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    Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations (English)
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    30 January 2008
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    \(\alpha\)-stable distribution
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    strictly \(\alpha\)-stable distribution
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    asymmetric stable law
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    Cramér transform
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    Legendre-Fenchel transform
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    Poisson spectral measure
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    conjugate distribution
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