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Asymptotic Properties of Multidimensional Stable Densities and Asymmetric Problems of Large Deviations

机译:多维稳定密度的渐近性质和大偏差的不对称问题

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摘要

The paper considers asymptotic properties of the so-called asymmetric multidimensional stable distributions with the property that the minimal convex conus generated by a support of Poisson spectral measure does not coincide with ${f R}^d$. The density of such a distribution along some directions can decrease extremely quickly. Using methods of the conjugate Cramér distributions we find the exact asymptotic and write an asymptotic series which describes a character of the decrease.
机译:本文考虑了所谓的非对称多维稳定分布的渐近性质,其性质是由泊松谱测度的支持所产生的最小凸锥与with { bf R} ^ d $不重合。沿某些方向的这种分布的密度可能会迅速降低。使用共轭Cramér分布的方法,我们找到了精确的渐近线,并写出了一个渐近级数来描述下降的特征。

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