Asymptotic properties of multidimensional stable densities and asymmetric problems of large deviations
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 4, pp. 691-711 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper considers asymptotic properties of the so-called asymmetric multidimensional stable distributions with the property that the minimal convex conus generated by a support of Poisson spectral measure does not coincide with $\mathbf R^d$. The density of such a distribution along some directions can decrease extremely quickly. Using methods of the conjugate Cramér distributions we find the exact asymptotic and write an asymptotic series which describes a character of the decrease.
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A. V. Nagaev. Asymptotic properties of multidimensional stable densities and asymmetric problems of large deviations. Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 4, pp. 691-711. http://geodesic.mathdoc.fr/item/TVP_2006_51_4_a2/

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