Theorems of large deviations in the approximation by an infinitely divisible law (Q1969256): Difference between revisions

In the field of large deviations in the case of approximation by the Gaussian distribution the well-known general lemma [often called Statulevičius' lemma, see \textit{L. Saulis} and \textit{V. Statulevičius}, ``Limit theorems for large deviations'' (1991; Zbl 0744.60028)] plays the key role. Extensions of this lemma enable to prove the large deviations theorems in cases of non-normal approximation (Poisson, compound Poisson, \(\chi^2\) approximation). A variant of this general lemma is proved, which enables to evaluate the large deviation probabilities in the case of approximation by an infinitely divisible law with a finite spectrum.