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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
Fulltext:
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References
Cited by
English version:
Journal of Mathematical Sciences (New York), 2005,
128
:1,
2585–2600
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024