Probabilities of Large Deviations for Sums of Independent Random Variables Attracted to a Stable Law

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Previous article Next article Probabilities of Large Deviations for Sums of Independent Random Variables Attracted to a Stable LawV. V. GodovanchukV. V. Godovanchukhttps://doi.org/10.1137/1123069PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] C. C. Heyde, On large deviation probabilities in the case of attraction to a non-normal stable law, Sankhyā Ser. A, 30 (1968), 253–258 MR0240854 0182.22903 Google Scholar[2] D. Kh. Fuk and , S. V. Nagaev, Probability inequalities for sums of independent random variables, Theory Prob. Applications, 16 (1971), 643–660 10.1137/1116071 0259.60024 LinkGoogle Scholar[3] E. B. Dynkin, Theory of Markov processes, Translated from the Russian by D. E. Brown; edited by T. Köváry, Prentice-Hall Inc., Englewood Cliffs, N.J., 1961ix+210 MR0131900 0091.13605 Google Scholar[4] S. M. Nikol'skii, Course in Mathematical Analysis, Vol. 2, izd-vo “Nauka”, Moscow, 1975, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps28 August 2020 | Stochastics and Dynamics, Vol. 21, No. 04 Cross Ref Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential DistributionD. A. Korshunov25 July 2006 | Theory of Probability & Its Applications, Vol. 46, No. 2AbstractPDF (155 KB)Exact Asymptotics for Large Deviation Probabilities, with Applications Cross Ref Infinitesimal Characteristics of Markov Processes in a Function Space which Describes the PastA. D. Venttsel’28 July 2006 | Theory of Probability & Its Applications, Vol. 30, No. 4AbstractPDF (1403 KB)Asymptotic Probabilities of Large Deviations Due to Large Jumps of a Markov ProcessV. V. Godovan’chuk17 July 2006 | Theory of Probability & Its Applications, Vol. 26, No. 2AbstractPDF (974 KB)A Problem on Large Deviations in a Space of TrajectoriesI. F. Pinelis17 July 2006 | Theory of Probability & Its Applications, Vol. 26, No. 1AbstractPDF (947 KB) Volume 23, Issue 3| 1979Theory of Probability & Its Applications History Submitted:07 May 1976Published online:17 July 2006 InformationCopyright © 1979 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1123069Article page range:pp. 602-608ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics