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A Note on the Local Limit Theorem for Large Deviations

✍ Scribed by Amosova, N. N.


Book ID
118226784
Publisher
Society for Industrial and Applied Mathematics
Year
1991
Tongue
English
Weight
283 KB
Volume
35
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES


A note on the multivariate local limit t
✍ M. Bloznelis πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 111 KB

Given a Gaussian distribution G in l 2 we construct l 2 -valued i.i.d. random variables X 1 ; X 2 ; : : : such that: absolutely continuous with respect to G, and the total variation |F n -G| 9 0. This contrasts to Prokhorov's (Dokl. Akad. Nauk SSSR (N.S) 83 (1952) 797) local limit theorem in R k .