Tails of Polynomials of Random Variables and Stable Limits for Nonconventional Sums
Probability
2016-08-26 v1
Abstract
We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials
Keywords
Cite
@article{arxiv.1604.05284,
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:1604.05284},
year = {2016}
}