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JOURNALS // Matematicheskie Trudy // Archive

Mat. Tr., 2014 Volume 17, Number 2, Pages 84–101 (Mi mt278)

This article is cited in 5 papers

Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case

A. A. Borovkovab, A. A. Mogul'skiĭba

a Novosibirsk State University, Novosibirsk, 630090 Russia
b Sobolev Institute of Mathematics, Novosibirsk, 630090 Russia

Abstract: Under the inhomogeneous case wemean the case when one or several (arbitrarily many) inhomogeneous summands are added to the sum of independent identically distributed vectors. We find necessary and sufficient conditions under which the large deviation principles for such sums and the corresponding renewal functions have the same form that in the homogeneous case.

Key words: large deviation principles, inhomogeneous sum of random vectors, renewal function, deviation rate function, second deviation rate function.

UDC: 519.21

Received: 24.06.2014


 English version:
Siberian Advances in Mathematics, 2015, 25:4, 255–267

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