Large deviations of sums of independent random variables from the domain of attraction of a stable law
type: Item
instance of: scholarly article
title: Large deviations of sums of independent random variables from the domain of attraction of a stable law
zbMATH Open document ID: 0929.60019
DOI: 10.1007/BF02365212
published in: Journal of Mathematical Sciences (New York)
publication date: 1999-07-13T00:00:00Z
full work available at URL: https://eudml.org/doc/68681
review text: 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.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 1300665
author: L. V. Rozovsky
MaRDI profile type: Publication
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OpenAlex ID: W1983398325
description: scientific article; zbMATH DE number 1300665