On the limit conditional distributions connected with large deviations (Q1358013)
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English | On the limit conditional distributions connected with large deviations |
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On the limit conditional distributions connected with large deviations (English)
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6 July 1998
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The author finds the limit distribution of functionals of \(n\) successive sums of random vectors as \(n\to \infty\) under the condition that the value of the last \(n\)th sum belongs to some interval which may be situated in the range of large deviations. An analog of the law of the iterated logarithm for the conditional distributions of successive sums under the same condition is proved.
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Cramer transform
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large deviations
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deviation function
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Legendre transform
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law of iterated logarithm
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