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Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 4, Pages 672–694
DOI: https://doi.org/10.4213/tvp188 (Mi tvp188) 		 
This article is cited in 1 scientific paper (total in 2 paper)

On large deviations, II

S. V. Zhulenev

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
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DOI: https://doi.org/10.4213/tvp188
Abstract: The Esscher–Cramér approach enables us to get representations of large deviation type even if the Cramér condition fails. Moreover, in the case of the scaled sums of a sequence of independent identically distributed random variables these representations turn out to be slightly different from those which are correct under this rigid condition.
Keywords: generalized Cramér transform, truncated exponential, conditional expectations.
Received: 18.07.2001
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 4, Pages 671–690
DOI: https://doi.org/10.1137/S0040585X97981305
Bibliographic databases:
Language: Russian
Citation: S. V. Zhulenev, “On large deviations, II”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 672–694; Theory Probab. Appl., 49:4 (2005), 671–690
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 2005
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\issue 4
\pages 671--690
\crossref{https://doi.org/10.1137/S0040585X97981305}
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  • https://doi.org/10.4213/tvp188
  • https://www.mathnet.ru/eng/tvp/v49/i4/p672
    Cycle of papers
    This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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