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arXiv · 2506.12443

Error Rates for Large Deviations in the domain of an $\alpha=1$ stable law

Jonny Imbierski·Dalia Terhesiu
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Abstract

We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic techniques rather than the particular result.

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Jonny Imbierski, Dalia Terhesiu. 2025-06-14. Error Rates for Large Deviations in the domain of an $\alpha=1$ stable law. https://arxiv.org/abs/2506.12443

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