𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A large deviation limit theorem for multivariate distributions

✍ Scribed by P.C.B. Phillips


Publisher
Elsevier Science
Year
1977
Tongue
English
Weight
492 KB
Volume
7
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Multidimensional Limit Theorems Allowing
✍ Alexander V. Nagaev; Alexander Yu. Zaigraev πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 268 KB

The sums of i.i.d. random vectors are considered. It is assumed that the underlying distribution is absolutely continuous and its density possesses the property which can be referred to as regular variation. The asymptotic expressions for the probability of large deviations are established in the ca