Local limit theorems for large deviations

被引:0
|
作者
Batkovich D.V. [1 ]
机构
[1] St. Petersburg State University, St. Petersburg
关键词
Probability Measure; Limit Theorem; Signed Measure; Independent Random Variable; Stable Measure;
D O I
10.1007/s10958-013-1154-7
中图分类号
学科分类号
摘要
We study properties of stable measures with index α > 2, α ∉ ℕ. Such measures are signed ones, and hence, they are not probability measures. We show that in some sense, these signed measures are limit measures for sums of independent random variables. In the last section of the paper, we prove a theorem about large deviations of sums of independent random variables using the positive part of the limit measure. Bibliography: 8 titles. © 2013 Springer Science+Business Media New York.
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页码:641 / 654
页数:13
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