Large deviations of sums of independent random variables from the domain of attraction of a stable law
The probability of large deviations of sums of independent random variables from the domain of attraction of a stable law \(F_\alpha\), \(1< \alpha<2\), is considered. This paper is the continuation of a previous one, where the case \(\alpha=2\) was investigated. The existence of exponential moment of distribution is not assumed.
scientific article; zbMATH DE number 1300665
scientific article