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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 1, Pages 44–56 (Mi thsp183)  

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
Full-text PDF (155 kB) Citations (1)
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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.
Funding agency Grant number
Deutsche Forschungsgemeinschaft grants UKR 113/41/0 and UKR 113/68/0
Partially supported by DFG grants UKR 113/41/0 and UKR 113/68/0
Bibliographic databases:
Document Type: Article
MSC: 60F05, 60E07
Language: English
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
Citation in format AMSBIB
\Bibitem{BulKleSte07}
\by V.~V.~Buldygin, O.~I.~Klesov, J.~G.~Steinebach
\paper Precise asymptotics over a small
parameter for a series of large
deviation probabilities
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 1
\pages 44--56
\mathnet{http://mi.mathnet.ru/thsp183}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2343809}
\zmath{https://zbmath.org/?q=an:1152.60018}
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  • https://www.mathnet.ru/eng/thsp183
  • https://www.mathnet.ru/eng/thsp/v13/i1/p44
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
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    Abstract page:116
    Full-text PDF :53
    References:22
     
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