English

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 α\alpha-stable law, α(0,1)(1,2]\alpha\in(0,1)\cup(1,2]. Our method simultaneously covers lattice and nonlattice distributions (and mixtures thereof), bypassing aperiodicity considerations. The proof applies also to the dynamical setting.

Keywords

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

R2 v1 2026-06-23T18:20:00.339Z