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This article is cited in 5 scientific papers (total in 5 papers)
Large deviations for sums of lattice random variables under the Cramer condition
A. V. Nagaev
Abstract:
The sums of independent identically distributed random variables
having a lattice distribution are
considered. It is assumed that the unilateral Cramer condition
holds in a bounded interval $(0,\lambda)$, that is, the extreme
right conjugate distribution does not exist. Under an additional
assumption on the regularity of the right tail of the underlying
distribution, the local and integral theorems on large deviations
of an arbitrarily high order are established.
Received: 18.03.1998
Citation:
A. V. Nagaev, “Large deviations for sums of lattice random variables under the Cramer condition”, Diskr. Mat., 10:3 (1998), 115–130; Discrete Math. Appl., 8:4 (1998), 403–419
Linking options:
https://www.mathnet.ru/eng/dm438https://doi.org/10.4213/dm438 https://www.mathnet.ru/eng/dm/v10/i3/p115
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