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Zapiski Nauchnykh Seminarov LOMI, 1983, Volume 130, Pages 157–166 (Mi znsl4345)  

The probabilities of large deriations on Borel sets

L. V. Rozovskii
Abstract: Accuracy of the approximation of the probability $P_n(A_n)=\mathbf P(\frac1{\sqrt n}(X_1+\dots+X_n)\in A_n)$ by $\Phi(A_n)$ is studied for Borel sets $A_n$, $\Phi(A_n)\to0$. The necessary and sufficient conditions are obtained for $P_n(A_n)=\Phi(A_n)(1+O(\ae(\sqrt n)))$ uniformly in all sequences $\{A_n\}$ such that $\Phi(A_n)\geqslant\Phi(x:|x|>\bar\Lambda(\sqrt n))$. Here $\ae(z)\downarrow0$, $\bar\Lambda(z)\uparrow\infty$ are functions satisfying some conditions.
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: L. V. Rozovskii, “The probabilities of large deriations on Borel sets”, Problems of the theory of probability distributions. Part VIII, Zap. Nauchn. Sem. LOMI, 130, "Nauka", Leningrad. Otdel., Leningrad, 1983, 157–166
Citation in format AMSBIB
\Bibitem{Roz83}
\by L.~V.~Rozovskii
\paper The probabilities of large deriations on Borel sets
\inbook Problems of the theory of probability distributions. Part~VIII
\serial Zap. Nauchn. Sem. LOMI
\yr 1983
\vol 130
\pages 157--166
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl4345}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=723682}
\zmath{https://zbmath.org/?q=an:0528.60026}
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