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Zapiski Nauchnykh Seminarov LOMI, 1979, Volume 85, Pages 225–236
(Mi znsl2966)
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Asymptotic behavior of the partial sum of the series of large deviations probabilities
I. V. Hrusceva
Abstract:
Let $\{X_k\}_{k=1}^\infty$ be a sequence of independent symmetric random variables with a characteristic functions $f_k(t)$, $S_n=\sum_{k=1}^n X_k$. The asymptotic behavior of the sum $\sum_{n=1}^N\Prob\{|S_n|>n\varepsilon\}$ is investigated (for an arbitrary $\varepsilon>0$)) in the asumption that $f_k(t)$ belongs to the domain of attraction of the stable law with the index $\alpha$ ($0<\alpha\leq2$).
Citation:
I. V. Hrusceva, “Asymptotic behavior of the partial sum of the series of large deviations probabilities”, Investigations in the theory of probability distributions. Part IV, Zap. Nauchn. Sem. LOMI, 85, "Nauka", Leningrad. Otdel., Leningrad, 1979, 225–236; J. Soviet Math., 20:3 (1982), 2253–2261
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https://www.mathnet.ru/eng/znsl2966 https://www.mathnet.ru/eng/znsl/v85/p225
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Abstract page: | 110 | Full-text PDF : | 47 |
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