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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 161–185
(Mi znsl1170)
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This article is cited in 8 scientific papers (total in 8 papers)
Large deviation probabilities for some classes of distributions, satisfying the Cramer condition
L. V. Rozovskii Saint-Petersburg Chemical-Pharmaceutical Academy
Abstract:
In the note limit theorems on large deviations of sum $X_1+\cdots+X_n$ of i.i.d. random variables under the assumption $\mathbf E X^2_1\,e^{\la X_1}<\infty $ for some $\lambda>0$ are studied.
Received: 29.09.2003
Citation:
L. V. Rozovskii, “Large deviation probabilities for some classes of distributions, satisfying the Cramer condition”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 161–185; J. Math. Sci. (N. Y.), 128:1 (2005), 2585–2600
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https://www.mathnet.ru/eng/znsl1170 https://www.mathnet.ru/eng/znsl/v298/p161
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Abstract page: | 212 | Full-text PDF : | 78 | References: | 41 |
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