Large deviation probabilities for some classes of distributions satisfying the Cramér condition

DOI10.1007/s10958-005-0207-yzbMath1074.60035OpenAlexW2017092581MaRDI QIDQ2567790

Leonid V. Rozovsky

Publication date: 13 October 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-005-0207-y

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items

Sharp large deviation results for sums of independent random variables ⋮ Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails ⋮ Superlarge Deviation Probabilities for Sums of Independent Random Variables with Exponentially Decreasing Tails. II

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic expansions for probabilities of large deviations
• On large deviations for sums of random vectors in \(R_ k\).
• Multi-dimensional integral limit theorems for large deviations
• A unified formulation of the central limit theorem for small and large deviations from the mean
• On Deviations of the Sample Mean
• Probabilities of Large Deviations of Sums of Independent Random Variables with Common Distribution Function in the Domain of Attraction of the Normal Law
• On the Asymmetrical Problem of Large Deviations
• Cramer Large Deviations when the Extreme Conjugate Distribution is Heavy-tailed
• On the Probabilities of Large Deviations for Sums of Independent Random Variables