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Multidimensional integral limit theorem for large deviations

✍ Scribed by É. Gyachyauskas


Publisher
Springer
Year
1973
Tongue
English
Weight
322 KB
Volume
13
Category
Article
ISSN
0363-1672

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Multidimensional Limit Theorems Allowing
✍ Alexander V. Nagaev; Alexander Yu. Zaigraev 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 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