On probabilities of large deviations in some classes of k-dimensional Borel sets (Q1063928): Difference between revisions

Consider partial sums \(S_ n\) associated with an i.i.d. sequence \(X_ 1,X_ 2,..\). of random vectors in \({\mathbb{R}}^ k\), and let \(\Phi\) denote the k-dimensional standard normal distribution. Sufficient as well as necessary conditions are presented for the expansions \[ (*)\quad P(S_ n\in n^{1/2}A)=\Phi (A)(1+o(1)),\quad n\to \infty, \] to hold uniformly over all A in certain classes of Borel sets. Under particular assumptions, the remainder term in (*) is specified more precisely.