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Multidimensional strong large deviation theorems

✍ Scribed by Narasinga R. Chaganty; Jayaram Sethuraman


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
665 KB
Volume
55
Category
Article
ISSN
0378-3758

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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