Integral limit theorems taking into account large deviations when Cramer's condition does not hold. I
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 51-63
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Let $\xi_1,\dots,\xi_n$ be a sequence of independent equally distributed random variables with $\mathbf M\xi_n=0$. Throughout the paper it is supposed that the density function $p(x)$ of $\xi^n$ has the property $$ p(x)\sim e^{-|x|^{1-\varepsilon}},\quad0<\varepsilon<1,\quad|x|\to\infty. $$ The problem we deal with is to describe the behaviour of the probability $\mathbf P\{\xi_1+\dots+\xi_n>x\}$ when $x$ tends to infinity so that $x>\sqrt n$.
@article{TVP_1969_14_1_a5,
author = {A. V. Nagaev},
title = {Integral limit theorems taking into account large deviations when {Cramer's} condition does not {hold.~I}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {51--63},
year = {1969},
volume = {14},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a5/}
}
TY - JOUR AU - A. V. Nagaev TI - Integral limit theorems taking into account large deviations when Cramer's condition does not hold. I JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1969 SP - 51 EP - 63 VL - 14 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a5/ LA - ru ID - TVP_1969_14_1_a5 ER -
A. V. Nagaev. Integral limit theorems taking into account large deviations when Cramer's condition does not hold. I. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 51-63. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a5/