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arXiv · 1604.05284

Tails of Polynomials of Random Variables and Stable Limits for Nonconventional Sums

Yuri Kifer·S. R. S. Varadhan
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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

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Yuri Kifer, S. R. S. Varadhan. 2016-04-18. Tails of Polynomials of Random Variables and Stable Limits for Nonconventional Sums. https://doi.org/10.1007/s10955-016-1561-5

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