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Zapiski Nauchnykh Seminarov LOMI, 1983, Volume 130, Pages 157–166
(Mi znsl4345)
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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.
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
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https://www.mathnet.ru/eng/znsl4345 https://www.mathnet.ru/eng/znsl/v130/p157
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Abstract page: | 115 | Full-text PDF : | 38 |
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