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Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems

Authors :
Melbourne, Ian
Terhesiu, Dalia
Source :
Electronic Journal of Probability 2022, Vol. 27, paper no. 21
Publication Year :
2020

Abstract

We give a short analytic proof of local large deviations for i.i.d. random variables in the domain of a multivariate $\alpha$-stable law, $\alpha\in(0,1)\cup(1,2]$. Our method simultaneously covers lattice and nonlattice distributions (and mixtures thereof), bypassing aperiodicity considerations. The proof applies also to the dynamical setting.<br />Comment: minor typos removed

Details

Database :
arXiv
Journal :
Electronic Journal of Probability 2022, Vol. 27, paper no. 21
Publication Type :
Report
Accession number :
edsarx.2009.02514
Document Type :
Working Paper