Integral limit theorems taking into account large deviations when Cram\'er's condition does not hold.~II
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 203-216
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Let $\xi_1,\dots\xi_n,\dots$ be a sequence of independent equally distributed random variables and $\mathbf M\xi_n=0$. The density function $p(x)$ of $\xi_n$ being assumed to satisfy the condition
$$
p(x)\sim e^{-|x|^{1-\varepsilon}},\quad0\varepsilon1,\quad\text{as }|x|\to\infty,
$$
the behaviour of the probability $\mathbf P\{\xi_i+\dots+\xi_n>x\}$ is studied when $n$ and $x$ tend to infinity so that $x>\sqrt n$.
@article{TVP_1969_14_2_a1,
author = {A. V. Nagaev},
title = {Integral limit theorems taking into account large deviations when {Cram\'er's} condition does not {hold.~II}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {203--216},
publisher = {mathdoc},
volume = {14},
number = {2},
year = {1969},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a1/}
}
TY - JOUR AU - A. V. Nagaev TI - Integral limit theorems taking into account large deviations when Cram\'er's condition does not hold.~II JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1969 SP - 203 EP - 216 VL - 14 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a1/ LA - ru ID - TVP_1969_14_2_a1 ER -
%0 Journal Article %A A. V. Nagaev %T Integral limit theorems taking into account large deviations when Cram\'er's condition does not hold.~II %J Teoriâ veroâtnostej i ee primeneniâ %D 1969 %P 203-216 %V 14 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a1/ %G ru %F TVP_1969_14_2_a1
A. V. Nagaev. Integral limit theorems taking into account large deviations when Cram\'er's condition does not hold.~II. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 203-216. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a1/