Back to Search
Start Over
Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
- 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
- Subjects :
- Mathematics - Probability
Mathematics - Dynamical Systems
Subjects
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