RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 298, Pages 161–185 (Mi znsl1170)

This article is cited in 8 papers

Large deviation probabilities for some classes of distributions, satisfying the Cramer condition

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: In the note limit theorems on large deviations of sum $X_1+\cdots+X_n$ of i.i.d. random variables under the assumption $\mathbf E X^2_1\,e^{\la X_1}<\infty $ for some $\lambda>0$ are studied.

UDC: 519.2

Received: 29.09.2003


 English version:
Journal of Mathematical Sciences (New York), 2005, 128:1, 2585–2600

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024