Probabilities of Large Deviations for Sums of Independent Random Variables Attracted to a Stable Law

DOI10.1137/1123069zbMath0422.60020OpenAlexW1997183434MaRDI QIDQ3855890

V. V. Godovan'Chuk

Publication date: 1979

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1123069

zbMATH Keywords

large deviationsstable lawsums of independent random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (4)

Large deviations for Lévy diffusions in the small noise regime ⋮ The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps ⋮ Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition ⋮ Homogeneous models and generic extensions

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