TITLE:
A Precise Asymptotic Behaviour of the Large Deviation Probabilities for Weighted Sums
AUTHORS:
Gooty Divanji, Kokkada Vidyalaxmi
KEYWORDS:
Large Deviations, Law of Iterated Logarithm, Semi-Stable Law, Domain of Partial Attraction, Weighted Sums
JOURNAL NAME:
Applied Mathematics,
Vol.2 No.9,
September
19,
2011
ABSTRACT: Let {Xn, n ≥ 1} be a sequence of independent and identically distributed positive valued random variables with a common distribution function F. When F belongs to the domain of partial attraction of a semi stable law with index α, 0