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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 1, Pages 40–57 (Mi tvp2987)  

This article is cited in 3 scientific papers (total in 3 papers)

Multidimensional limit theorems for large deviations

L. V. Osipov

Leningrad State University
Full-text PDF (934 kB) Citations (3)
Abstract: Let $S_n=X^{(1)}+\dots+X^{(n)}$ be a sum of independent identically distributed random vectors in $R^k$ and let $\Phi$ be the standard normal distribution in $R^k$. Conditions upon distribution of $X^{(1)}$ are given under which
$$ \mathbf P\{S_n/\sqrt n\in A_n\}=\Phi(A_n)(1+o(1)),\quad n\to\infty, $$
uniformly in sequences of Borel sets $\{A_n\}$ such that $\Phi(A_n)\ge\Phi(x\colon|x|>\Lambda(n))$ where $\Lambda(z)\uparrow\infty$ is a function satisfying condition (8). In Theorems 1 and 2, we consider the case $\Lambda(z)=bz^\alpha$, $b>0$, $0<\alpha<1/2$.
Received: 19.04.1972
English version:
Theory of Probability and its Applications, 1975, Volume 20, Issue 1, Pages 38–56
DOI: https://doi.org/10.1137/1120004
Bibliographic databases:
Language: Russian
Citation: L. V. Osipov, “Multidimensional limit theorems for large deviations”, Teor. Veroyatnost. i Primenen., 20:1 (1975), 40–57; Theory Probab. Appl., 20:1 (1975), 38–56
Citation in format AMSBIB
\Bibitem{Osi75}
\by L.~V.~Osipov
\paper Multidimensional limit theorems for large deviations
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 1
\pages 40--57
\mathnet{http://mi.mathnet.ru/tvp2987}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=420799}
\zmath{https://zbmath.org/?q=an:0341.60016}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 20
\issue 1
\pages 38--56
\crossref{https://doi.org/10.1137/1120004}
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  • This publication is cited in the following 3 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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