Asymptotic Behaviour of Stable Measures Near the Origin
Ryznar, M.
Ann. Probab., Tome 14 (1986) no. 4, p. 287-298 / Harvested from Project Euclid
We investigate the lower tail of $q_r = (\sum^\infty_{i=1} | \alpha_i\theta_i|^r)^{1/r}$ seminorms on $R^\infty$, where $r \geq 1$ and $\theta_i$ are standard $p$-stable real random variables. We prove that for $p < r \leq 2$ we have $P\{q_r \leq t\} \geq \exp\{-ct^{-pr/(r-p)}\}$ in some neighbourhood of 0, where $c$ is a nonnegative constant. If $r \leq p$, then for any positive, increasing function $f$, we can find $q_r$ such that $P\{q_r \leq t\} \leq f(t)$ for $t \leq 1$. We also give a new characterization of Banach spaces of stable type $p$ in terms of the behaviour of $\mu\{\| \cdot \| \leq t\}$ near 0, where $\mu$ is a symmetric and $p$-stable measure.
Publié le : 1986-01-14
Classification:  Stable measures,  seminorm,  lower tail,  space of stable type $p$,  60B11,  60E07
@article{1176992628,
     author = {Ryznar, M.},
     title = {Asymptotic Behaviour of Stable Measures Near the Origin},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 287-298},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992628}
}
Ryznar, M. Asymptotic Behaviour of Stable Measures Near the Origin. Ann. Probab., Tome 14 (1986) no. 4, pp.  287-298. http://gdmltest.u-ga.fr/item/1176992628/