On probabilities of large deviations in some classes of k-dimensional Borel sets

DOI10.1016/0047-259X(85)90091-0MaRDI QIDQ1063928zbMATH OpenFDO

Authors L. V. Rozovsky

Publication date 1985

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(85)90091-0

zbMATH Keywords

Cramér's conditionk-dimensional large deviationsmoderate deviationsmultivariate central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Review text

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.

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Cites work

• scientific article; zbMATH DE number 3839035 (Why is no real title available?)
• scientific article; zbMATH DE number 3744212 (Why is no real title available?)
• Multi-dimensional integral limit theorems
• Multi-dimensional integral limit theorems for large deviations
• Multidimensional Limit Theorems for Large Deviations

Cited in

(3)

• Multidimensional limit theorems allowing large deviations for densities of regular variation
• Large-deviation probability and the local dimension of sets
• scientific article; zbMATH DE number 4178224 (Why is no real title available?)

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