Asymptotic properties of stable densities and the asymmetric large deviation problems.

DOI10.1016/S0167-7152(02)00403-0zbMath1091.60502MaRDI QIDQ1424458

Alexander V. Nagaev

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Conjugate densityCramér transformationLocal limit theoremPoisson spectral densityTransformation of Fenchel--LegendreUnilateral stable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10)

Cites Work

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• On the Asymmetrical Problem of Large Deviations

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