The discounted local limit theorems for large deviations

MaRDI QIDQ2811614zbMATH OpenFDO

Authors Leonas Saulis, Dovilė Deltuvienė

Publication date 10 June 2016

Published in Lietuvos Matematikos Rinkinys. Lietuvos Matematiku Draugijos Darbai (Search for Journal in Brave)

zbMATH Keywords

characteristic functioncumulantdiscount factordistribution density functionlarge deviationslocal limit theorems

Mathematics Subject Classification ID

Large deviations (60F10)

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• Integro-local and local theorems on normal and large deviations of the sums of nonidentically distributed random variables in the triangular array scheme
• Ein lokaler Grenzwertsatz für Wahrscheinlichkeiten großer Abweichungen

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