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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1979 Volume 85, Pages 225–236 (Mi znsl2966)

Asymptotic behavior of the partial sum of the series of large deviations probabilities

I. V. Hrusceva


Abstract: Let $\{X_k\}_{k=1}^\infty$ be a sequence of independent symmetric random variables with a characteristic functions $f_k(t)$, $S_n=\sum_{k=1}^n X_k$. The asymptotic behavior of the sum $\sum_{n=1}^N\Prob\{|S_n|>n\varepsilon\}$ is investigated (for an arbitrary $\varepsilon>0$)) in the asumption that $f_k(t)$ belongs to the domain of attraction of the stable law with the index $\alpha$ ($0<\alpha\leq2$).

UDC: 519.21


 English version:
Journal of Soviet Mathematics, 1982, 20:3, 2253–2261

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© Steklov Math. Inst. of RAS, 2024