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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 1, Pages 62–82 (Mi tvp2155)

This article is cited in 7 papers

Multidimensional integral limit theorems for large deviations

A. K. Aleškevičiene

Vilnius

Abstract: Let $S_n=X^{(1)}+\dots+X^{(n)}$ be a sum of independent identically distributed random vectors in $R^s$ and let $\{D_n\}$, $D_n\subset R^s$, be a sequence of convex Borel sets, for $n=1,2,\dots$. Let the point $a_n$ be the point of $D_n$ which is nearest to the origin. Under general conditions we obtain Cramer's type asymptotical formulas for
$$ \mathbf P\{n^{-1/2}S_n\in D_n\},\qquad|a_n|\ge 1,\qquad|a_n|=o(\sqrt{n}),\qquad n\to\infty. $$


Received: 20.02.1980


 English version:
Theory of Probability and its Applications, 1984, 28:1, 65–88

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