On the limit conditional distributions connected with large deviations

DOI10.1007/BF02104659zbMATH Open0891.60030MaRDI QIDQ1358013FDOQ1358013

Authors: A. A. Borovkov 

Publication date: 6 July 1998

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

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zbMATH Keywords

large deviationsLegendre transformlaw of iterated logarithmdeviation functionCramer transform

Mathematics Subject Classification ID

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

Cited In (11)

• Stochastic domination and weak convergence of conditioned Bernoulli random vectors
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• The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
• Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
• Large deviation estimates for a conditional probability distribution. Applications to random interaction Gibbs measures
• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
• No-tie conditions for large values of extremal processes
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• Convergence of the probability of large deviations in a model of correlated random variables having compact-supportQ-Gaussians as limiting distributions
• A conditional strong large deviation result and a functional central limit theorem for the rate function

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