Geodesic
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

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{TVP_2006_51_4_a2,
     author = {A. V. Nagaev},
     title = {Asymptotic properties of multidimensional stable densities and asymmetric problems of large deviations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {691--711},
     publisher = {mathdoc},
     volume = {51},
     number = {4},
     year = {2006},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2006_51_4_a2/}
}
TY  - JOUR
AU  - A. V. Nagaev
TI  - Asymptotic properties of multidimensional stable densities and asymmetric problems of large deviations
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2006
SP  - 691
EP  - 711
VL  - 51
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2006_51_4_a2/
LA  - ru
ID  - TVP_2006_51_4_a2
ER  - 
%0 Journal Article
%A A. V. Nagaev
%T Asymptotic properties of multidimensional stable densities and asymmetric problems of large deviations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2006
%P 691-711
%V 51
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2006_51_4_a2/
%G ru
%F TVP_2006_51_4_a2
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/