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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2008 Volume 53, Issue 4, Pages 641–664 (Mi tvp2458)

This article is cited in 1 paper

On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cramér Zone. II

A. A. Borovkov, A. A. Mogul'skii

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: The present paper continues [A. A. Borovkov and A. A. Mogulskii, Theory Probab. Appl., 53 (2009), pp. 301–311] and is devoted to studying the asymptotics of the probability that a sum of independent random vectors falls into a small cube with a vertex at a point $x$ in the large deviation zone. This asymptotics is found in the multivariate case for a class of distributions regularly varying at infinity and for deviations well beyond the Cramér zone.

Keywords: deviation function, large deviations, irregular large deviations, Cramér large deviation zone, superlarge deviations, integrolocal theorems.

Received: 06.04.2008

DOI: 10.4213/tvp2458


 English version:
Theory of Probability and its Applications, 2009, 53:4, 573–593

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