Geodesic
On large deviations,~I
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 1, pp. 34-54

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A new point of view is suggested on the Cramér idea, which celebrated its 60th anniversary in 1998: to use a measure transform to obtain the so-called representation of large deviation type. This slightly different approach allows us to understand that the old idea is more efficient than had been thought before, even in the one-dimensional case.
Keywords: generalized Cramér transform, independent nonidentically distributed summands, nonasymptotic large deviation problem. 
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     author = {S. V. Zhulenev},
     title = {On large {deviations,~I}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {34--54},
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     number = {1},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_1_a2/}
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S. V. Zhulenev. On large deviations,~I. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 1, pp. 34-54. http://geodesic.mathdoc.fr/item/TVP_1999_44_1_a2/