Geodesic
Integral limit theorems on large deviations for multidimensional hypergeometric distribution
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 1, pp. 71-79 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Integral large deviation theorems are obtained for multidimensional hypergeometric distribution. These theorems allow us to evaluate the probabilities of large deviations with the remainder term of order $O(1/N)$. The corresponding hypergeometric distribution of a random vector $(\mu_1,\dots,\mu_s)$ has the form $$ \mathbf{P}\{(\mu_1,\dots,\mu_s)=(k_1,\dots,k_s)\}=\frac{C_{M_1}^{k_1}\dotsb C_{M_s}^{k_s}}{C_N^n}\,, $$ and $k_j\le M_j$, $j=1,\dots,s$; 0 in the remaining cases.
Keywords: saddle-point method, hypergeometric distribution, large deviations, asymptotic estimates. 
@article{TVP_2002_47_1_a4,
     author = {A. N. Timashev},
     title = {Integral limit theorems on large deviations for multidimensional hypergeometric distribution},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {71--79},
     year = {2002},
     volume = {47},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a4/}
}
TY  - JOUR
AU  - A. N. Timashev
TI  - Integral limit theorems on large deviations for multidimensional hypergeometric distribution
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2002
SP  - 71
EP  - 79
VL  - 47
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a4/
LA  - ru
ID  - TVP_2002_47_1_a4
ER  - 
%0 Journal Article
%A A. N. Timashev
%T Integral limit theorems on large deviations for multidimensional hypergeometric distribution
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2002
%P 71-79
%V 47
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a4/
%G ru
%F TVP_2002_47_1_a4
A. N. Timashev. Integral limit theorems on large deviations for multidimensional hypergeometric distribution. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 1, pp. 71-79. http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a4/