Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
نویسندگان
چکیده
We give a short analytic proof of local large deviations for i.i.d. random variables in the domain multivariate α-stable law, α∈(0,1)∪(1,2]. Our method simultaneously covers lattice and nonlattice distributions (and mixtures thereof), bypassing aperiodicity considerations. The applies also to dynamical setting.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2022
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/22-ejp750