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

DOI10.1137/S0040585X97976623MaRDI QIDQ4252971zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov, Anatoli Mogulskii

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

asymptotic expansionslarge deviationsrate functioncumulantsdeviation functionCramér conditionintegro-local multidimensional central limit theorem

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Refined Large Deviation Limit Theorems
• scientific article; zbMATH DE number 3844813
• Superlarge Deviations of a Sum of Independent Random Variables Having a Common Absolutely Continuous Distribution under the Cramer Condition
• scientific article; zbMATH DE number 3879811
• Ein lokaler Grenzwertsatz für Wahrscheinlichkeiten großer Abweichungen
• scientific article; zbMATH DE number 3907468
• SOME RESULTS ON ASYMPTOTIC BEHAVIORS OF RANDOM SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES
• scientific article; zbMATH DE number 2188830
• scientific article; zbMATH DE number 4199153

Cited in

(14)

• Multidimensional strong large deviation results
• On the large deviations rate function for symmetric simple random walk in dimension \(d \in \mathbb{Z}_+\)
• A large deviation approximation for multivariate density functions
• scientific article; zbMATH DE number 5228073 (Why is no real title available?)
• Integro-local limit theorems including large deviations for sums of random vectors. II
• Integro-local theorems for sums of independent random vectors in the series scheme
• The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
• A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk
• On large deviations of vector-valued additive functions of a Markov Gaussian field
• scientific article; zbMATH DE number 3864190 (Why is no real title available?)
• The expansion theorem for the deviation integral
• On probabilities of large deviations in some classes of k-dimensional Borel sets
• A refined version of the integro-local Stone theorem
• scientific article; zbMATH DE number 1936718 (Why is no real title available?)

This page was built for publication: Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4252971)