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This article is cited in 1 scientific paper (total in 1 paper)
Precise asymptotics over a small
parameter for a series of large
deviation probabilities
V. V. Buldygina, O. I. Klesova, J. G. Steinebachb a Department of Mathematical Analysis and Probability Theory, National Technical University of Ukraine (KPI), pr.Peremogy, 37,Kyiv 03056, Ukraine.
b Universität zu Köln, Mathematisches Institut, Weyertal 86–90, D–
50931 Köln, Germany
Abstract:
We obtain the asymptotics of the series
$$
\sum^\infty_{k=1}w_k({\mathbf P}(|S_k|\geq\varepsilon_k)
$$ are par
as
$\varepsilon\downarrow0,$ where $S_k$ tial sums of independent and identically
distributed random variables in the domain of attraction of a non-degenerate stable law, $w$ and $\varepsilon$ are regularly varying functions (in
Karamata’s sense).
Keywords:
Spitzer series, large deviations, stable laws, regularly varying
functions.
Citation:
V. V. Buldygin, O. I. Klesov, J. G. Steinebach, “Precise asymptotics over a small
parameter for a series of large
deviation probabilities”, Theory Stoch. Process., 13(29):1 (2007), 44–56
Linking options:
https://www.mathnet.ru/eng/thsp183 https://www.mathnet.ru/eng/thsp/v13/i1/p44
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Abstract page: | 116 | Full-text PDF : | 53 | References: | 22 |
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