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Some Limit Theorems for Large Deviations of Sums of Independent Random Variables with Common Distribution Function from the Domain of Normal Attraction of a Stable Distribution

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Some issues related to the estimation of the rate of convergence in the so-called “recise asymptotics” in the case of a stable limit law (including the normal one) are investigated. In particular, the results obtained by Gut and Steinebach (2013) are generalized and refined.

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Authors and Affiliations

  1. St.Petersburg State Chemical and Pharmaceutical University, St.Petersburg, Russia

    L. V. Rozovsky

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  1. L. V. Rozovsky
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Correspondence to L. V. Rozovsky.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 495, 2020, pp. 250–266.

Translated by the author.

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Rozovsky, L.V. Some Limit Theorems for Large Deviations of Sums of Independent Random Variables with Common Distribution Function from the Domain of Normal Attraction of a Stable Distribution. J Math Sci 268, 693–703 (2022). https://doi.org/10.1007/s10958-022-06239-3

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