A limit theorem of multiple sums for identically distributed independent random variables (Q1120892)

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scientific article; zbMATH DE number 4102187
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    A limit theorem of multiple sums for identically distributed independent random variables
    scientific article; zbMATH DE number 4102187

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      A limit theorem of multiple sums for identically distributed independent random variables (English)
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      1986
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      [For the entire collection of the original see Zbl 0626.00025.] Let d be a natural number and \(N^ d\) be the set of d-dimensional vectors \(\bar n\) with integral positive coordinates and with usual partial ordering. Let \(S(\bar n)= \sum_{\bar m\leq \bar n}x(\bar m)\) be the partial sums of the i.i.d. collection \(\{x(\bar m), \bar m\in N^ d\}\) of r.v.'s. The author investigates the rate of convergence of the series \(Q^ d_ F(\epsilon)= \sum_{\bar n\in N^ d}P(| S(\bar n)| \geq \epsilon b(\bar n))\) of probabilities of large deviations when \(\epsilon \to 0^+\) under some moment conditions.
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      multiple sums of independent random variables
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      rate of convergence
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      large deviations
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      moment conditions
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