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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2021 Volume 501, Pages 259–275 (Mi znsl7088)

This article is cited in 2 papers

On the convergence rate in “the exact asymptotics” for random variables with a stable distribution

L. V. Rozovsky

Saint-Petersburg State Chemical-Pharmaceutical University

Abstract: In the note we present the conditions under which relations of the type
$$ \lim\limits_{\varepsilon\searrow 0}\left(\sum\limits_{n\ge 1} r(n) \mathbf{P}(Y_\alpha\ge f(\varepsilon g(n))) - \nu(\varepsilon) \right) = C $$
hold, where a random variable $Y_\alpha$ has a stable distribution, $C$ is a constant, and non-negative functions $r$, $f$ and $g$ satisfy certain conditions. The obtained results allow to make more precise and to complement results, related to the convergence rate in the so called “exact asymptotics”.

Key words and phrases: convergence rates, precise asymptotics, complete convergence.

UDC: 519.2

Received: 21.06.2021



© Steklov Math. Inst. of RAS, 2025