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

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

References in corpus (3)

• Convergence to Lévy stable processes under some weak dependence conditions
• Nonconventional limit theorems in discrete and continuous time via martingales
• Nonconventional Large Deviations Theorems

Cited by in corpus (2)

• Ladder costs for random walks in Lévy random media
• Flexible space-time models for extreme data