Abstract
We expand a multiple symmetric $\alpha$-stable integral $\int \cdots \int f(t_1, \ldots, t_n) dM(t_1) \ldots dM(t_n)$ into a LePage type multiple series of transformed arrival times of a Poisson process. An exact evaluation of the limit of appropriately normalized tail distribution results from this representation.
Citation
Gennady Samorodnitsky. Jerzy Szulga. "An Asymptotic Evaluation of the Tail of a Multiple Symmetric $\alpha$- Stable Integral." Ann. Probab. 17 (4) 1503 - 1520, October, 1989. https://doi.org/10.1214/aop/1176991170
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