Multidimensional Limit Theorems Allowing
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Alexander V. Nagaev; Alexander Yu. Zaigraev
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Article
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1998
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Elsevier Science
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English
β 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