Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems

preprint2022arXivOpen access

Abstract

We give a short analytic proof of local large deviations for i.i.d. random variables in the domain of a multivariate αα-stable law, α∈(0,1)∪(1,2]α\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.

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