Local large deviation theorem for sums of i.i.d. random vectors when the Cramér condition holds in the whole space

• Autorzy: Juszczak D. , Nagaev A. V.
• Języki publikacji: EN

Abstrakty

EN

A class of multidimensional distributions is considered. This class contains all the elliptically contoured distributions having sup-exponential weight function. Each representative of the class determines a family of the so-called exponential or conjugate distributions. It is established that the conjugate distribution is asymptotically normal. On the basis of this normality a large deviation local limit theorem is proved. The theorem assumes no restrictions on the order of deviations.

Słowa kluczowe

EN

Abel theorem; conjugate density; Laplace method; slow variation

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2004
• Tom: Vol. 24, Fasc. 2
• Strony: 297--320
• Opis fizyczny: Bibliogr. 18 poz.

Twórcy

autor

Juszczak D.

• Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, ul. Chopina 12/18, 87-100 Toruń, Poland

autor

Nagaev A. V.

• Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, ul. Chopina 12/18, 87-100 Toruń, Poland

Bibliografia

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