On the Convergence Rate in “The Exact Asymptotics” for Random Variables with a Stable Distribution

In the note, we present the conditions under which relations of the type hold, where a random variable Y α has a stable distribution, C is a constant, and nonnegative functions r , f and g satisfy certain conditions. The obtained results allow to make more precise and to complement results, related...

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2023-07, Vol.273 (5), p.832-843
1. Verfasser: Rozovsky, L. V.
Format: Artikel
Sprache:eng
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Zusammenfassung:In the note, we present the conditions under which relations of the type hold, where a random variable Y α has a stable distribution, C is a constant, and nonnegative 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.”
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-023-06545-4