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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 4, Pages 847–857 (Mi tvp3517)

This article is cited in 8 papers

Short Communications

On limit theorems on large deviations in narrow zones

L. V. Rozovskiĭ

Leningrad

Abstract: Let $X_1,X_2,\dots$ be a sequence of independent identically distributed random variables, $S_n=X_1+\dots+X_n$, $\Phi(x)$ be the standard normal distribution function. We investigate the asymptotics of
$$ \mathbf P\{S_n>x\}/(1-\Phi(x/B_n)),\qquad n\to\infty, $$
for $0\le x\le \Lambda(B_n)$, where the function $\Lambda(z)$ is such that
$$ \Lambda(z)/z\uparrow\infty,\quad\Lambda(z)/z^{1+\varepsilon}\downarrow 0\quad(0<\varepsilon<1,\ z>z_0), $$
the sequence $B_n\to\infty$ ($n\to\infty$) and
$$ \sup_{x\ge 0}|\mathbf P\{S_n<xB_n\}-\Phi(x)|=o(1),\qquad n\to\infty. $$


Received: 03.01.1979


 English version:
Theory of Probability and its Applications, 1982, 26:4, 834–845

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