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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 1, Pages 71–79 (Mi tvp2988)

Integral limit theorems on large deviations for multidimensional hypergeometric distribution

A. N. Timashev

Academy of Federal Security Service of Russian Federation

Abstract: Integral large deviation theorems are obtained for multidimensional hypergeometric distribution. These theorems allow us to evaluate the probabilities of large deviations with the remainder term of order $O(1/N)$. The corresponding hypergeometric distribution of a random vector $(\mu_1,\dots,\mu_s)$ has the form
$$ \mathbf{P}\{(\mu_1,\dots,\mu_s)=(k_1,\dots,k_s)\}=\frac{C_{M_1}^{k_1}\dotsb C_{M_s}^{k_s}}{C_N^n}\,, $$
and $k_j\le M_j$, $j=1,\dots,s$; 0 in the remaining cases.

Keywords: saddle-point method, hypergeometric distribution, large deviations, asymptotic estimates.

Received: 02.12.1998
Revised: 25.01.2000

DOI: 10.4213/tvp2988


 English version:
Theory of Probability and its Applications, 2003, 47:1, 91–98

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