Standard

Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations. / Smorodina, N. V.; Faddeev, M. M.

In: Journal of Mathematical Sciences, Vol. 167, No. 4, 01.06.2010, p. 550-565.

Research output: Contribution to journal › Article › peer-review

Harvard

Smorodina, NV & Faddeev, MM 2010, 'Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations', Journal of Mathematical Sciences, vol. 167, no. 4, pp. 550-565. https://doi.org/10.1007/s10958-010-9943-8

APA

Smorodina, N. V., & Faddeev, M. M. (2010). Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations. Journal of Mathematical Sciences, 167(4), 550-565. https://doi.org/10.1007/s10958-010-9943-8

Vancouver

Smorodina NV, Faddeev MM. Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations. Journal of Mathematical Sciences. 2010 Jun 1;167(4):550-565. https://doi.org/10.1007/s10958-010-9943-8

Author

Smorodina, N. V. ; Faddeev, M. M. / Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations. In: Journal of Mathematical Sciences. 2010 ; Vol. 167, No. 4. pp. 550-565.

BibTeX

@article{211bfde062e04bd988fdb52c4ebac593,
title = "Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations",
abstract = "We study properties of symmetric stable measures with index α > 2, α ≠ 2m, m ∈ N. Such measures are signed ones, and hence they are not probability measures. For this class of measures, we construct an analogue of the L{\'e}vy-Khinchin representation. We show that, in some sense, these signed measures are limit measures for sums of independent random variables. Bibliography: 11 titles.",
author = "Smorodina, {N. V.} and Faddeev, {M. M.}",
year = "2010",
month = jun,
day = "1",
doi = "10.1007/s10958-010-9943-8",
language = "English",
volume = "167",
pages = "550--565",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "4",

}

RIS

TY - JOUR

T1 - Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations

AU - Smorodina, N. V.

AU - Faddeev, M. M.

PY - 2010/6/1

Y1 - 2010/6/1

N2 - We study properties of symmetric stable measures with index α > 2, α ≠ 2m, m ∈ N. Such measures are signed ones, and hence they are not probability measures. For this class of measures, we construct an analogue of the Lévy-Khinchin representation. We show that, in some sense, these signed measures are limit measures for sums of independent random variables. Bibliography: 11 titles.

AB - We study properties of symmetric stable measures with index α > 2, α ≠ 2m, m ∈ N. Such measures are signed ones, and hence they are not probability measures. For this class of measures, we construct an analogue of the Lévy-Khinchin representation. We show that, in some sense, these signed measures are limit measures for sums of independent random variables. Bibliography: 11 titles.

UR - http://www.scopus.com/inward/record.url?scp=77953915208&partnerID=8YFLogxK

U2 - 10.1007/s10958-010-9943-8

DO - 10.1007/s10958-010-9943-8

M3 - Article

AN - SCOPUS:77953915208

VL - 167

SP - 550

EP - 565

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 4

ER -

ID: 35401611