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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2003 Volume 48, Issue 1, Pages 78–103 (Mi tvp302)

This article is cited in 11 papers

Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér condition

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: This paper studies the asymptotic behavior of a density of a sum of independent identically distributed random variables with a common absolutely continuous distribution satisfying the right-hand Cramér condition. We prove that for a definite class of such distributions the well-known asymptotic representations in local and integral limit theorems are valid in the case of large deviations of arbitrarily high order.

Keywords: independent random variables, density function, large deviations, Cramér condition.

Received: 20.12.2000

DOI: 10.4213/tvp302


 English version:
Theory of Probability and its Applications, 2004, 48:1, 108–130

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