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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 1, Pages 3–17
DOI: https://doi.org/10.4213/tvp820
(Mi tvp820)
 

This article is cited in 25 scientific papers (total in 25 papers)

Itegro-local limit theorems including large deviations for sumsof random vectors

A. A. Borovkov, A. A. Mogul'skii

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract: The integro-local multidimensional central limit theorem established in the paper provides, for the sum of $n$ random vectors, asymptotics of probability of hitting small sets having a size which decreases unboundedly with increasing $n$. This theorem includes asymptotic expansions, moreover, it is equally applicable within domains of normal and large deviations (being uniform with respect to the size of the deviations) and coincides in its form with the local limit theorem (modulo a factor amounting to the volume of the small set). It also entails all the main integral theorems pertaining to large deviations, as well as the classical limit theorem for asymptotic expansions in the domain of normal deviations.
Keywords: rate function, deviation function, asymptoticexpansions, large deviations, cumulants, integro-local multidimensional central limit theorem, the Cramer conditions.
Received: 28.01.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 1, Pages 1–12
DOI: https://doi.org/10.1137/S0040585X97976623
Bibliographic databases:
Language: Russian
Citation: A. A. Borovkov, A. A. Mogul'skii, “Itegro-local limit theorems including large deviations for sumsof random vectors”, Teor. Veroyatnost. i Primenen., 43:1 (1998), 3–17; Theory Probab. Appl., 43:1 (1999), 1–12
Citation in format AMSBIB
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\paper Itegro-local limit theorems including large deviations for sumsof random vectors
\jour Teor. Veroyatnost. i Primenen.
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\issue 1
\pages 3--17
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\zmath{https://zbmath.org/?q=an:0927.60040}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 1
\pages 1--12
\crossref{https://doi.org/10.1137/S0040585X97976623}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000079809600001}
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  • https://doi.org/10.4213/tvp820
  • https://www.mathnet.ru/eng/tvp/v43/i1/p3
    Cycle of papers
    This publication is cited in the following 25 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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