## Abstract A class of multidimensional __Ξ±__ βstable distributions is considered. The Poisson spectral measure of each distribution is assumed to be absolutely continuous with respect to the surface Lebesgue measure. The author concentrates his attention on the asymptotic behavior of the __Ξ±__ βst
Asymptotic properties of stable densities and the asymmetric large deviation problems
β Scribed by A.V. Nagaev
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 144 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0167-7152
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β¦ Synopsis
We focus on the asymptotic properties of unilateral stable distributions. Those properties are established by means of the CramΓ er conjugate distribution techniques.
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