Tails of polynomials of random variables and stable limits for nonconventional sums
Probability
2015-09-08 v3
Abstract
We obtain first decay rates of probabilities of tails of multivariate polynomials built on independent random variables with heavy tails. Then we derive stable limit theorems for nonconventional sums of the form where is a polynomial, are integer valued increasing functions satisfying certain conditions and is a sequence of independent random variables with heavy tails.
Keywords
Cite
@article{arxiv.1504.04213,
title = {Tails of polynomials of random variables and stable limits for nonconventional sums},
author = {Yuri Kifer and S. R. S. Varadhan},
journal= {arXiv preprint arXiv:1504.04213},
year = {2015}
}
Comments
25 pages The paper is withdrawn since Theorem 2.3 holds true as stated only for a certain class of polynomials while, in general, only convergence of finite dimensional distributions can be proved. Soon a corrected version will be submitted