Abstract:
Let S(n)=ξ(1)+⋯+ξ(n)S(n)=ξ(1)+⋯+ξ(n) be a sum of independent random vectors ξ(i)=ξ(n)(i) with general distribution depending on a parameter n. We find sufficient conditions for the uniform version of the integro-local Stone theorem to hold for the asymptotics of the probability P(S(n)∈Δ[x)), where Δ[x) is a cube with edge Δ and vertex at a point x.
Citation:
A. A. Borovkov, A. A. Mogul'skii, “Integro-local theorems for sums of independent random vectors in the series scheme”, Mat. Zametki, 79:4 (2006), 505–521; Math. Notes, 79:4 (2006), 468–482
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\by A.~A.~Borovkov, A.~A.~Mogul'skii
\paper Integro-local theorems for sums of independent random vectors in the series scheme
\jour Mat. Zametki
\yr 2006
\vol 79
\issue 4
\pages 505--521
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\jour Math. Notes
\yr 2006
\vol 79
\issue 4
\pages 468--482
\crossref{https://doi.org/10.1007/s11006-006-0053-3}
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Linking options:
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https://doi.org/10.4213/mzm2721
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This publication is cited in the following 14 articles:
Igor Kortchemski, Cyril Marzouk, “Large deviation local limit theorems and limits of biconditioned planar maps”, Ann. Appl. Probab., 33:5 (2023)
L. V. Rozovskii, “Integro-local CLT for sums of independent nonlattice random vectors”, Theory Probab. Appl., 64:1 (2019), 27–40
L. V. Rozovskii, “On integro-local CLT for sums of independent random vectors”, Theory Probab. Appl., 64:4 (2020), 564–578
A. V. Ustinov, “Three-dimensional continued fractions and Kloosterman sums”, Russian Math. Surveys, 70:3 (2015), 483–556
Delbaen F., Kowalski E., Nikeghbali A., “Mod-Phi Convergence”, Int. Math. Res. Notices, 2015, no. 11, 3445–3485
A. A. Borovkov, “Integro-local and local theorems for normal and large deviations of sums of nonidentically distributed random variables in the scheme of series”, Theory Probab. Appl., 54:4 (2010), 571–587
A. A. Mogulskii, “Integralnye i integro-lokalnye teoremy dlya summ sluchainykh velichin s semieksponentsialnymi raspredeleniyami”, Sib. elektron. matem. izv., 6 (2009), 251–271
A. A. Mogulskiǐ, Ch. Pagma, “Superlarge deviations for sums of random variables with arithmetical super-exponential distributions”, Siberian Adv. Math., 18:3 (2008), 185–208
A. A. Mogul'skii, “An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions”, Siberian Math. J., 49:4 (2008), 669–683
A. A. Borovkov, A. A. Mogul'skii, “On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cramér Zone. I”, Theory Probab. Appl., 53:2 (2009), 301–311
A. A. Borovkov, A. A. Mogul'skii, “On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cramér Zone. II”, Theory Probab. Appl., 53:4 (2009), 573–593
A. A. Borovkov, A. A. Mogul'skii, “Integro-local and integral theorems for sums of random variables with semiexponential distributions”, Siberian Math. J., 47:6 (2006), 990–1026
A. A. Mogul'skii, “Large deviations of the first passage time for a random walk with semiexponentially distributed jumps”, Siberian Math. J., 47:6 (2006), 1084–1101
A. A. Borovkov, A. A. Mogul'skii, “On large and superlarge deviations for sums of independent random vectors under the Cramer condition. I”, Theory Probab. Appl., 51:2 (2007), 227–255