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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 203–216
(Mi tvp1155)
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This article is cited in 61 scientific papers (total in 61 papers)
Integral limit theorems taking into account large deviations when Cramér's condition does not hold. II
A. V. Nagaev Tashkent
Abstract:
Let $\xi_1,\dots\xi_n,\dots$ be a sequence of independent equally distributed random variables and $\mathbf M\xi_n=0$. The density function $p(x)$ of $\xi_n$ being assumed to satisfy the condition
$$
p(x)\sim e^{-|x|^{1-\varepsilon}},\quad0<\varepsilon<1,\quad\text{as }|x|\to\infty,
$$
the behaviour of the probability $\mathbf P\{\xi_i+\dots+\xi_n>x\}$ is studied when $n$ and $x$ tend to infinity so that $x>\sqrt n$.
Received: 10.10.1967
Citation:
A. V. Nagaev, “Integral limit theorems taking into account large deviations when Cramér's condition does not hold. II”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 203–216; Theory Probab. Appl., 14:2 (1969), 193–208
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