Large deviation around the origin for sums of nonnegative i.i.d. random variables

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概要

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• Let X_1, X_2,... be nonnegative independent random variables with a common distribution attracted to the stable law G_α, and put S_n=X_1+X_2+…+X_n. That is for some monotone increasing function σ(n), P[S_n/σ(n)≤x]→G_α(x), for every x>0 as n→∞. The aim of the present paper is to study the asymptotic behaviour of P[S_n/σ(n)≤x_n], where x_n is a positive sequence such that x_n→0 as n→∞.

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著者

• Kasahara Yuji

  Department Of Information Sciences Faculty Of Science Ochanomizu University

• Kasahara Yuji

  Department Of Information Sciences Ochanomizu University

• Kosugi Nobuko

  Department Of Information Sciences Faculty Of Science Ochanomizu University

• Kosugi Nobuko

  Department Of Information Sciences Ochanomizu University

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