Precise asymptotics over a small
Teoriâ slučajnyh processov, Tome 13 (2007) no. 1, pp. 44-56
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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.
@article{THSP_2007_13_1_a4,
author = {V. V. Buldygin and O. I. Klesov and J. G. Steinebach},
title = {Precise asymptotics over a small},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {44--56},
publisher = {mathdoc},
volume = {13},
number = {1},
year = {2007},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a4/}
}
V. V. Buldygin; O. I. Klesov; J. G. Steinebach. Precise asymptotics over a small. Teoriâ slučajnyh processov, Tome 13 (2007) no. 1, pp. 44-56. http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a4/