Probabilities of large deviations in the case of stable limit distributions (Q800023)
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scientific article; zbMATH DE number 3876300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilities of large deviations in the case of stable limit distributions |
scientific article; zbMATH DE number 3876300 |
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Probabilities of large deviations in the case of stable limit distributions (English)
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1984
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For independent random variables with common distribution function F from the domain of attraction of a stable law and with some special properties the equality \[ P(\sum^{n}_{j=1}X_ j\geq x)=nP(X_ 1\geq x)(1+o(1)) \] is valid uniformly with respect to x in some domain. This domain is described in terms of F. The result generalizes those of V. M. Zolotarev, L. V. Kim and A. V. Nagaev.
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domain of attraction
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stable law
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