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Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
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Melbourne, Ian and Terhesiu, Dalia (2022) Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems. Electronic Journal of Probability, 27 . 21. doi:10.1214/22-EJP750 ISSN 1083-6489.
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Official URL: https://doi.org/10.1214/22-EJP750
Abstract
We give a short analytic proof of local large deviations for i.i.d. random variables in the domain of a multivariate α-stable law, α∈(0,1)∪(1,2]. Our method simultaneously covers lattice and nonlattice distributions (and mixtures thereof), bypassing aperiodicity considerations. The proof applies also to the dynamical setting.
| Item Type: | Journal Article | ||||||
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| Subjects: | Q Science > QA Mathematics | ||||||
| Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||||
| Library of Congress Subject Headings (LCSH): | Large deviations, Multivariate analysis | ||||||
| Journal or Publication Title: | Electronic Journal of Probability | ||||||
| Publisher: | University of Washington. Dept. of Mathematics | ||||||
| ISSN: | 1083-6489 | ||||||
| Official Date: | 11 February 2022 | ||||||
| Dates: |
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| Volume: | 27 | ||||||
| Number of Pages: | 17 | ||||||
| Article Number: | 21 | ||||||
| DOI: | 10.1214/22-EJP750 | ||||||
| Status: | Peer Reviewed | ||||||
| Publication Status: | Published | ||||||
| Access rights to Published version: | Open Access (Creative Commons) | ||||||
| Date of first compliant deposit: | 31 January 2022 | ||||||
| Date of first compliant Open Access: | 18 February 2022 | ||||||
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