Small deviations in the sample function space
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 755-765
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Let $\xi_1\xi_2,\dots$ be a sequence of independent identically distributed random variables and let $$ \mathbf P(\xi_1+\dots+\xi_n<xB(n))\Rightarrow F_\alpha(x) $$ where $F_\alpha(x)$ is a strong stable distribution function. Asymptotic properties (in the region of small deviations) of the logarithmic probability for sample paths of a random walk generated by sums of $\xi_n$ to belong to a given set in $D(0,1)$ are under investigation.