On the Accuracy of Approximation in Limit Theorems for Large Deviations

DOI10.1137/1131032MaRDI QIDQ3805547zbMATH OpenOpenAlexFDO

Authors L. V. Rozovsky

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1131032

zbMATH Keywords

asymptotic behaviour

Mathematics Subject Classification ID

Large deviations (60F10)

Cited in

(3)

• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
• On Approximation Exactness in the Law of Large Numbers

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