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

DOI10.1137/S0040585X97976623zbMATH Open0927.60040OpenAlexW4249843971MaRDI QIDQ4252971FDOQ4252971

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Large deviations (60F10)

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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• On large deviations of vector-valued additive functions of a Markov Gaussian field
• 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
• Title not available (Why is that?)

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