On the limit conditional distributions connected with large deviations

DOI10.1007/BF02104659MaRDI QIDQ1358013zbMATH OpenFDO

Authors A. A. Borovkov

Publication date 6 July 1998

Published in Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02104659

zbMATH Keywords

Cramer transformdeviation functionlarge deviationslaw of iterated logarithmLegendre transform

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15)

Review text

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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