Integro-local and local theorems on normal and large deviations of the sums of nonidentically distributed random variables in the triangular array scheme

DOI10.1137/S0040585X97984425MaRDI QIDQ3087745zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov

Publication date 16 August 2011

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

Full work available at URL https://doi.org/10.1137/s0040585x97984425

zbMATH Keywords

large deviationsintegro-local theoremslocal theoremstriangular array schemeGnedenko's theoremStone-Shepp's theoremsums of nonidentically distributed random variables

Mathematics Subject Classification ID

Large deviations (60F10)

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(10)

• On integro-local CLT for sums of independent random vectors
• Large deviations of weighted sums of independent identically distributed random variables with functionally-defined weights
• Generalization and refinement of the integro-local Stone theorem for sums of random vectors
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• Asymptotic behavior of large deviation probabilities for two weighted sums of random variables
• Some issues of summation in the Ising scheme
• Moderate deviation principles for the trajectories of inhomogeneous random walks
• A refined version of the integro-local Stone theorem
• Integro-Local CLT for Sums of Independent Nonlattice Random Vectors

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