Limit theorems for large deviations of sums of independent not necessarily identically distributed lattice random vectors
Diskretnaya Matematika, Tome 8 (1996) no. 3, pp. 47-64
We estimate the probabilities of large deviations of sums of independent lattice random vectors which take values from the $k$-dimensional Euclidean space and may be not identically distributed. Under the hypothesis that the Cramér condition in the lattice case is satisfied, we formulate a local limit theorem and prove an integral limit theorem for some class of convex Borel sets.
@article{DM_1996_8_3_a4,
author = {K. V. Petrovskii},
title = {Limit theorems for large deviations of sums of independent not necessarily identically distributed lattice random vectors},
journal = {Diskretnaya Matematika},
pages = {47--64},
year = {1996},
volume = {8},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_1996_8_3_a4/}
}
TY - JOUR AU - K. V. Petrovskii TI - Limit theorems for large deviations of sums of independent not necessarily identically distributed lattice random vectors JO - Diskretnaya Matematika PY - 1996 SP - 47 EP - 64 VL - 8 IS - 3 UR - http://geodesic.mathdoc.fr/item/DM_1996_8_3_a4/ LA - ru ID - DM_1996_8_3_a4 ER -
K. V. Petrovskii. Limit theorems for large deviations of sums of independent not necessarily identically distributed lattice random vectors. Diskretnaya Matematika, Tome 8 (1996) no. 3, pp. 47-64. http://geodesic.mathdoc.fr/item/DM_1996_8_3_a4/