Lower Bounds for Large Deviations in Rd, d > 1

✍ Scribed by A. V. Nagaev

• Publisher: John Wiley and Sons
• Year: 1991
• Tongue: English
• Weight: 310 KB
• Volume: 154
• Category: Article
• ISSN: 0025-584X
• DOI: 10.1002/mana.19911540105

✦ Synopsis

We consider the sums Z'"' of i.i.d. random vectors taking values in a &dimensional Euclidean space. It is assumed that the so-called CRAMER condition holds in a neighbourhood of the origin. We establish lower bounds for the large deviation probabilities P(Z("' $ A ) with A belonging to a large class of sets.