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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 1, Pages 71–79
DOI: https://doi.org/10.4213/tvp2988
(Mi tvp2988)
 

Integral limit theorems on large deviations for multidimensional hypergeometric distribution

A. N. Timashev

Academy of Federal Security Service of Russian Federation
Abstract: Integral large deviation theorems are obtained for multidimensional hypergeometric distribution. These theorems allow us to evaluate the probabilities of large deviations with the remainder term of order $O(1/N)$. The corresponding hypergeometric distribution of a random vector $(\mu_1,\dots,\mu_s)$ has the form
$$ \mathbf{P}\{(\mu_1,\dots,\mu_s)=(k_1,\dots,k_s)\}=\frac{C_{M_1}^{k_1}\dotsb C_{M_s}^{k_s}}{C_N^n}\,, $$
and $k_j\le M_j$, $j=1,\dots,s$; 0 in the remaining cases.
Keywords: saddle-point method, hypergeometric distribution, large deviations, asymptotic estimates.
Received: 02.12.1998
Revised: 25.01.2000
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 1, Pages 91–98
DOI: https://doi.org/S0040585X97979457
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. N. Timashev, “Integral limit theorems on large deviations for multidimensional hypergeometric distribution”, Teor. Veroyatnost. i Primenen., 47:1 (2002), 71–79; Theory Probab. Appl., 47:1 (2003), 91–98
Citation in format AMSBIB
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\by A.~N.~Timashev
\paper Integral limit theorems on large deviations for multidimensional hypergeometric distribution
\jour Teor. Veroyatnost. i Primenen.
\yr 2002
\vol 47
\issue 1
\pages 71--79
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\crossref{https://doi.org/10.4213/tvp2988}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1978696}
\zmath{https://zbmath.org/?q=an:1032.60022}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 1
\pages 91--98
\crossref{https://doi.org/S0040585X97979457}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000183800400007}
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  • https://www.mathnet.ru/eng/tvp2988
  • https://doi.org/10.4213/tvp2988
  • https://www.mathnet.ru/eng/tvp/v47/i1/p71
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