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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 62–82
(Mi tvp2155)
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This article is cited in 5 scientific papers (total in 5 papers)
Multidimensional integral limit theorems for large deviations
A. K. Aleškevičiene Vilnius
Abstract:
Let $S_n=X^{(1)}+\dots+X^{(n)}$ be a sum of independent identically distributed random vectors in $R^s$ and let $\{D_n\}$, $D_n\subset R^s$, be a sequence of convex Borel sets, for $n=1,2,\dots$. Let the point $a_n$ be the point of $D_n$ which is nearest to the origin. Under general conditions we obtain Cramer's type asymptotical formulas for
$$
\mathbf P\{n^{-1/2}S_n\in D_n\},\qquad|a_n|\ge 1,\qquad|a_n|=o(\sqrt{n}),\qquad n\to\infty.
$$
Received: 20.02.1980
Citation:
A. K. Aleškevičiene, “Multidimensional integral limit theorems for large deviations”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 62–82; Theory Probab. Appl., 28:1 (1984), 65–88
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https://www.mathnet.ru/eng/tvp2155 https://www.mathnet.ru/eng/tvp/v28/i1/p62
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Abstract page: | 163 | Full-text PDF : | 78 |
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