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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 501, Pages 259–275
(Mi znsl7088)
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This article is cited in 2 scientific papers (total in 2 papers)
On the convergence rate in “the exact asymptotics” for random variables with a stable distribution
L. V. Rozovsky Saint-Petersburg State Chemical-Pharmaceutical University
Abstract:
In the note we present the conditions under which relations of the type $$ \lim\limits_{\varepsilon\searrow 0}\left(\sum\limits_{n\ge 1} r(n) \mathbf{P}(Y_\alpha\ge f(\varepsilon g(n))) - \nu(\varepsilon) \right) = C $$ hold, where a random variable $Y_\alpha$ has a stable distribution, $C$ is a constant, and non-negative functions $r$, $f$ and $g$ satisfy certain conditions. The obtained results allow to make more precise and to complement results, related to the convergence rate in the so called “exact asymptotics”.
Key words and phrases:
convergence rates, precise asymptotics, complete convergence.
Received: 21.06.2021
Citation:
L. V. Rozovsky, “On the convergence rate in “the exact asymptotics” for random variables with a stable distribution”, Probability and statistics. Part 30, Zap. Nauchn. Sem. POMI, 501, POMI, St. Petersburg, 2021, 259–275
Linking options:
https://www.mathnet.ru/eng/znsl7088 https://www.mathnet.ru/eng/znsl/v501/p259
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Abstract page: | 70 | Full-text PDF : | 23 | References: | 16 |
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