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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 1, Pages 78–103
DOI: https://doi.org/10.4213/tvp302
(Mi tvp302)
 

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
References:
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
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 1, Pages 108–130
DOI: https://doi.org/10.1137/S0040585X980233
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by L.~V.~Rozovskii
\paper Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cram\'er condition
\jour Teor. Veroyatnost. i Primenen.
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\vol 48
\issue 1
\pages 78--103
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\zmath{https://zbmath.org/?q=an:1056.60023}
\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 1
\pages 108--130
\crossref{https://doi.org/10.1137/S0040585X980233}
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  • https://www.mathnet.ru/eng/tvp302
  • https://doi.org/10.4213/tvp302
  • https://www.mathnet.ru/eng/tvp/v48/i1/p78
  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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