Extension of the Tauberian method to bivariate transforms yields precise large-deviation asymptotics for processes in the domain of attraction of spectrally positive stable laws, illustrated on correlated random sums and positive random walks.
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Double-transform Tauberian method for precise large deviations
Extension of the Tauberian method to bivariate transforms yields precise large-deviation asymptotics for processes in the domain of attraction of spectrally positive stable laws, illustrated on correlated random sums and positive random walks.