Geodesic
Multidimensional integral limit theorems for large deviations
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 62-82
Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Let $S_n=X^{(1)}+\dots+X^{(n)}$ be a sum of independent identically distributed random vectors in $R^s$ and let $\{D_n\}$, $D_n\subset R^s$, be a sequence of convex Borel sets, for $n=1,2,\dots$. Let the point $a_n$ be the point of $D_n$ which is nearest to the origin. Under general conditions we obtain Cramer's type asymptotical formulas for $$ \mathbf P\{n^{-1/2}S_n\in D_n\},\qquad|a_n|\ge 1,\qquad|a_n|=o(\sqrt{n}),\qquad n\to\infty. $$ 
@article{TVP_1983_28_1_a3,
     author = {A. K. Ale\v{s}kevi\v{c}iene},
     title = {Multidimensional integral limit theorems for large deviations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {62--82},
     year = {1983},
     volume = {28},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a3/}
}
TY  - JOUR
AU  - A. K. Aleškevičiene
TI  - Multidimensional integral limit theorems for large deviations
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1983
SP  - 62
EP  - 82
VL  - 28
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a3/
LA  - ru
ID  - TVP_1983_28_1_a3
ER  - 
%0 Journal Article
%A A. K. Aleškevičiene
%T Multidimensional integral limit theorems for large deviations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1983
%P 62-82
%V 28
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a3/
%G ru
%F TVP_1983_28_1_a3
A. K. Aleškevičiene. Multidimensional integral limit theorems for large deviations. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 62-82. http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a3/