Geodesic
On large deviations, II
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 672-694 Cet article a éte moissonné depuis la source Math-Net.Ru

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The Esscher–Cramér approach enables us to get representations of large deviation type even if the Cramér condition fails. Moreover, in the case of the scaled sums of a sequence of independent identically distributed random variables these representations turn out to be slightly different from those which are correct under this rigid condition.
Keywords: generalized Cramér transform, truncated exponential, conditional expectations. 
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S. V. Zhulenev. On large deviations, II. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 672-694. http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a2/

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