Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
Probability
2022-02-15 v3 Dynamical Systems
Abstract
We give a short analytic proof of local large deviations for i.i.d. random variables in the domain of a multivariate -stable law, . Our method simultaneously covers lattice and nonlattice distributions (and mixtures thereof), bypassing aperiodicity considerations. The proof applies also to the dynamical setting.
Cite
@article{arxiv.2009.02514,
title = {Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems},
author = {Ian Melbourne and Dalia Terhesiu},
journal= {arXiv preprint arXiv:2009.02514},
year = {2022}
}
Comments
minor typos removed