On the upper bound in the large deviation principle for sums of random vectors

DOI10.3103/S1055134414020047zbMATH Open1340.60025OpenAlexW2017409133MaRDI QIDQ2945809FDOQ2945809

Authors: Anatoli Mogulskii 

Publication date: 14 September 2015

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134414020047

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zbMATH Keywords

large deviation principleCramer's conditiondeviation functionupper bound in the large deviation principle

Mathematics Subject Classification ID

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

Cited In (3)

• Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case
• On the upper bound for large deviations of sums of I.I.D. random vectors
• On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cramér Zone. II

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