Error Rates for Large Deviations in the domain of an $\alpha=1$ stable law
Jonny Imbierski, Dalia Terhesiu

TL;DR
This paper develops analytic techniques to determine error rates for large deviations in sums of i.i.d. variables within the domain of an alpha=1 stable law, emphasizing the proof method over specific results.
Contribution
It introduces a novel analytic approach to derive error rates for large deviations in the domain of an alpha=1 stable law, focusing on proof techniques.
Findings
Error rates for large deviations in alpha=1 stable law domain
Analytic methods for large deviation estimates
Focus on proof techniques rather than specific results
Abstract
We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean -stable law. The focus of this work is on the method of proof via analytic techniques rather than the particular result.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering
