Theorems of large deviations in the approximation by an infinitely divisible law (Q1969256)

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Theorems of large deviations in the approximation by an infinitely divisible law
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    Theorems of large deviations in the approximation by an infinitely divisible law (English)
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    2 January 2001
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    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.
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    Gaussian
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    Poisson
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    compound Poisson
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    chi-square
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    infinitely divisible distributions
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    large deviations
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    characteristic function
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    generating function
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    moment
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    factorial moment
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    cumulant
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    factorial cumulant
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