Asymptotic properties of stable densities and the asymmetric large deviation problems

A. V. Nagaev

Statistics & Probability Letters, 2003, vol. 61, issue 4, 429-438

Abstract: We focus on the asymptotic properties of unilateral stable distributions. Those properties are established by means of the Cramer conjugate distribution techniques.

Keywords: Conjugate; density; Local; limit; theorem; Poisson; spectral; density; Transformation; of; Cramer; Transformation; of; Fenchel-Legendre; Unilateral; stable; law (search for similar items in EconPapers)
Date: 2003
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