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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1969 Volume 14, Issue 2, Pages 203–216 (Mi tvp1155)

This article is cited in 59 papers

Integral limit theorems taking into account large deviations when Cramér's condition does not hold. II

A. V. Nagaev

Tashkent

Abstract: Let $\xi_1,\dots\xi_n,\dots$ be a sequence of independent equally distributed random variables and $\mathbf M\xi_n=0$. The density function $p(x)$ of $\xi_n$ being assumed to satisfy the condition
$$ p(x)\sim e^{-|x|^{1-\varepsilon}},\quad0<\varepsilon<1,\quad\text{as }|x|\to\infty, $$
the behaviour of the probability $\mathbf P\{\xi_i+\dots+\xi_n>x\}$ is studied when $n$ and $x$ tend to infinity so that $x>\sqrt n$.

Received: 10.10.1967


 English version:
Theory of Probability and its Applications, 1969, 14:2, 193–208

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