An Asymptotic Evaluation of the Tail of a Multiple Symmetric Alpha-Stable Integral.

Abstract : Expand a multiple symmetric alpha stable integral multiple sums over f(t sub1,...,t sub n) dM(t sub 1)...dM(t sub n) into a Le Page 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. Keywords: Multiple stochastic integral; Stable Levy process; Poisson process.