Large deviation probabilities for some classes of distributions, satisfying the Cramer condition
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 161-185
Voir la notice de l'article provenant de la source Math-Net.Ru
In the note limit theorems on large deviations of sum $X_1+\cdots+X_n$ of i.i.d. random variables under the assumption $\mathbf E X^2_1\,e^{\la X_1}\infty $ for some $\lambda>0$ are studied.
@article{ZNSL_2003_298_a10,
author = {L. V. Rozovskii},
title = {Large deviation probabilities for some classes of distributions, satisfying the {Cramer} condition},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {161--185},
publisher = {mathdoc},
volume = {298},
year = {2003},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a10/}
}
TY - JOUR AU - L. V. Rozovskii TI - Large deviation probabilities for some classes of distributions, satisfying the Cramer condition JO - Zapiski Nauchnykh Seminarov POMI PY - 2003 SP - 161 EP - 185 VL - 298 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a10/ LA - ru ID - ZNSL_2003_298_a10 ER -
L. V. Rozovskii. Large deviation probabilities for some classes of distributions, satisfying the Cramer condition. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 161-185. http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a10/