Local limit theorems for large deviations

DOI10.1007/S10958-013-1154-7MaRDI QIDQ357229zbMATH OpenOpenAlexFDO

Authors D. V. Batkovich

Publication date 30 July 2013

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

Full work available at URL https://doi.org/10.1007/s10958-013-1154-7

zbMATH Keywords

large deviationsnormal domain of attractionsigned stable measures

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

Recommendations

• Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations
• Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
• Multivariate large deviations with stable limit laws
• The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
• New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable

Cites work

• scientific article; zbMATH DE number 4007334 (Why is no real title available?)
• Limit Theorems for Sums of Independent Variables Taking into Account Large Deviations. I
• Some Limit Theorems for Large Deviations

Cited in

(11)

• Local versions of the Wiener-Lévy theorem
• Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
• Almost sure local limit theorem for the Dickman distribution
• Local limit theorem in the case of convergence to a law of class L
• The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
• New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable
• Ein lokaler Grenzwertsatz für Wahrscheinlichkeiten großer Abweichungen
• scientific article; zbMATH DE number 2095615 (Why is no real title available?)
• Almost Sure Local Limit Theorems with Rate
• Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations
• Multidimensional large deviation local limit theorems

This page was built for publication: Local limit theorems for large deviations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q357229)