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On Large Deviation Probabilities in the Case of Attraction to a Non-Normal Stable Law

  • Heyde C
Springer New York, (2010), 71-76
DOI: 10.1007/978-1-4419-5823-5_13
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Abstract

In this paper, the precise asymptotic behaviour of the large deviation probability is found in the case where the random variables are attracted to a non-normal stable law. This extends previous work of the same author in which only the order of magnitude of the large deviation probability was found.

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APA

Heyde, C. C. (2010). On Large Deviation Probabilities in the Case of Attraction to a Non-Normal Stable Law. In Selected Works of C.C. Heyde (pp. 71–76). Springer New York. https://doi.org/10.1007/978-1-4419-5823-5_13

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