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pith:2024:SBKV3F3DVKCEMRKQPKWFIW3YRL
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Precise large deviations through a uniform Tauberian theorem

Gaia Pozzoli, Giampaolo Cristadoro

A uniform Tauberian theorem for Laplace-Stieltjes transforms establishes large deviation principles for random variables attracted to spectrally positive stable distributions.

arxiv:2407.04059 v3 · 2024-07-04 · math.PR · math-ph · math.MP

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Claims

C1strongest claim

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms.

C2weakest assumption

The random variables belong to the basin of attraction of spectrally positive stable distributions and satisfy the conditions under which the uniform Tauberian theorem applies, including regular variation.

C3one line summary

Establishes a uniform Tauberian theorem yielding precise large deviation principles for stable attraction basins, covering long-memory walks and infinite-mean stopping times.

References

69 extracted · 69 resolved · 0 Pith anchors

[1] Aleˇ skeviˇ cien´ e, R 2008
[2] R. Artuso, G. Cristadoro, M. Degli Esposti, and G. Knight. Spar re–Andersen theorem with spatiotemporal correlations. Phys. Rev. E , 89:052111, 2014 2014
[3] A. Bianchi, G. Cristadoro, and G. Pozzoli. Ladder costs for rand om walks in L´ evy random media. Stoch. Process. Their Appl. , 188:104666, 2025 2025
[4] N. H. Bingham. Tauberian theorems and large deviations. Stochastics, 80:143–149, 2008 2008
[5] N. H. Bingham, C. M. Goldie, and J. L. Teugels. Regular Variation. Cambridge University Press, Cambridge, 1987 1987
Receipt and verification
First computed 2026-05-25T02:01:01.099184Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

90555d9763aa844645507aac545b788ac9875ce2f24d3892c16e4870ce1e4d29

Aliases

arxiv: 2407.04059 · arxiv_version: 2407.04059v3 · doi: 10.48550/arxiv.2407.04059 · pith_short_12: SBKV3F3DVKCE · pith_short_16: SBKV3F3DVKCEMRKQ · pith_short_8: SBKV3F3D
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/SBKV3F3DVKCEMRKQPKWFIW3YRL \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 90555d9763aa844645507aac545b788ac9875ce2f24d3892c16e4870ce1e4d29
Canonical record JSON
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    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.PR",
    "submitted_at": "2024-07-04T17:01:12Z",
    "title_canon_sha256": "522c2aa44986c5f2bf9b5dc539a93e00ccf81150fcca935c24e13679b5593ccf"
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