Tails of polynomials of random variables and stable limits for nonconventional sums

DOI10.1007/S10955-016-1561-5zbMath1362.60033arXiv1604.05284OpenAlexW583262598MaRDI QIDQ526581

Yuri Kifer, Srinivasa R. S. Varadhan

Publication date: 15 May 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.05284

zbMATH Keywords

heavy tailsstable distributionslimit theoremsLévy processnonconventional sums

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items (1)

A local limit theorem for a number of multiple recurrences generated by some mixing processes with applications to Young towers

Cites Work

• Stable limit distributions for strongly mixing sequences
• Convergence to Lévy stable processes under some weak dependence conditions
• Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
• Functional limit theorems for dependent variables
• Stable limits for partial sums of dependent random variables
• Nonconventional large deviations theorems
• Nonconventional limit theorems in discrete and continuous time via martingales
• Heavy-Tail Phenomena
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