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Asymptotic properties of stable densities and the asymmetric large deviation problems

✍ 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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✦ Synopsis


We focus on the asymptotic properties of unilateral stable distributions. Those properties are established by means of the Cramà er conjugate distribution techniques.


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