Probabilities of large deviations in the case of stable limit distributions
type: Item
instance of: scholarly article
title: Probabilities of large deviations in the case of stable limit distributions
zbMATH Open document ID: 0549.60025
DOI: 10.1007/BF01142298
author: N. N. Amosova
published in: Mathematical Notes
publication date: 1984-01-01T00:00:00Z
review text: For independent random variables with common distribution function F from the domain of attraction of a stable law and with some special properties the equality \[ P(\sum^{n}_{j=1}X_ j\geq x)=nP(X_ 1\geq x)(1+o(1)) \] is valid uniformly with respect to x in some domain. This domain is described in terms of F. The result generalizes those of V. M. Zolotarev, L. V. Kim and A. V. Nagaev.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 3876300
zbMATH Keywords: domain of attraction
zbMATH Keywords: stable law
MaRDI profile type: Publication
cites work: On the Asymmetrical Problem of Large Deviations
cites work: Q5572037
cites work: Q5538132
description: scientific article; zbMATH DE number 3876300