Superlarge deviations for sums of random variables with arithmetical super-exponential distributions

DOI10.3103/S1055134408030048zbMATH Open1249.60039OpenAlexW1992030225MaRDI QIDQ3115376FDOQ3115376

Authors: Ch. Pagma, Anatoli Mogulskii 

Publication date: 20 February 2012

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

Full work available at URL: https://doi.org/10.3103/s1055134408030048

Recommendations

• On Large and Superlarge Deviations of Sums of Independent Random Vectors Under Cramér's Condition. II
• Superlarge deviation probabilities for sums of independent random variables with exponentially decreasing tails. II
• On Large and Superlarge Deviations of Sums of Independent Random Vectors under Cramér's Condition. I
• Superlarge Deviations of a Sum of Independent Random Variables Having a Common Absolutely Continuous Distribution under the Cramer Condition
• Large deviations for super-heavy tailed random walks

zbMATH Keywords

Gaussian approximationrandom walksuperlarge deviationsdeviation functionlocal theoremsintegro-local theoremPoissonian approximationarithmetical super-exponential distribution

Mathematics Subject Classification ID

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

Cites Work

• Regularly varying functions
• Title not available (Why is that?)
• On Large and Superlarge Deviations of Sums of Independent Random Vectors under Cramér's Condition. I
• Title not available (Why is that?)
• Large deviations and testing statistical hypotheses. II: Large deviations of maximum points of random fields
• On Large and Superlarge Deviations of Sums of Independent Random Vectors Under Cramér's Condition. II
• Integro-local theorems for sums of independent random vectors in the series scheme

This page was built for publication: Superlarge deviations for sums of random variables with arithmetical super-exponential distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3115376)