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On the convergence rate in ``The exact asymptotics'' for random variables with a stable distribution - MaRDI portal

On the convergence rate in ``The exact asymptotics'' for random variables with a stable distribution (Q6174443)

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scientific article; zbMATH DE number 7712779
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On the convergence rate in ``The exact asymptotics'' for random variables with a stable distribution
scientific article; zbMATH DE number 7712779

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    On the convergence rate in ``The exact asymptotics'' for random variables with a stable distribution (English)
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    14 July 2023
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    In this note, the asymptotic of next formula is examined: \[ \lim_{\varepsilon \rightarrow 0} (\sum_{n\geq 1} r(n)P(Y_\alpha\geq f(\varepsilon g(n)))-\nu (\varepsilon))=C \] under certain conditions. A very nice and elegant probability calculation problem.
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    convergence rate
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    precise asymptotics
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