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This article is cited in 11 scientific papers (total in 11 papers)
Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér condition
L. V. Rozovskii Saint-Petersburg Chemical-Pharmaceutical Academy
Abstract:
This paper studies the asymptotic behavior of a density of a sum of independent identically distributed random variables with a common absolutely continuous distribution satisfying the right-hand Cramér condition. We prove that for a definite class of such distributions the well-known asymptotic representations in local and integral limit theorems are valid in the case of large deviations of arbitrarily high order.
Keywords:
independent random variables, density function, large deviations, Cramér condition.
Received: 20.12.2000
Citation:
L. V. Rozovskii, “Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér condition”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 78–103; Theory Probab. Appl., 48:1 (2004), 108–130
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https://www.mathnet.ru/eng/tvp302https://doi.org/10.4213/tvp302 https://www.mathnet.ru/eng/tvp/v48/i1/p78
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Abstract page: | 504 | Full-text PDF : | 194 | References: | 74 |
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