Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.

DOI10.1137/S0040585X97976623zbMath0927.60040OpenAlexW4249843971MaRDI QIDQ4252971

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 23 June 1999

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

Full work available at URL: https://doi.org/10.1137/s0040585x97976623

zbMATH Keywords

cumulantsdeviation functionasymptotic expansionslarge deviationsrate functionCramér conditionintegro-local multidimensional central limit theorem

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (5)

Multidimensional strong large deviation results ⋮ A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk ⋮ A refined version of the integro-local Stone theorem ⋮ A large deviation approximation for multivariate density functions ⋮ The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem

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