The discounted local limit theorems for large deviations
Theorems of large deviations, both in the Cramer zone and the Linnik power zones, for the normal approximation of the distribution density function of normalized sum Sv = \sum∞ k=0 vkXk, 0 < v < 1, of i.i.d. random variables (r.v.) X0, X1, . . . satisfying the generalized Bernstein’s condition are o...
Gardado en:
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Vilnius University Press
2008-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Assuntos: | |
| Acceso en liña: | https://www.journals.vu.lt/LMR/article/view/18152 |
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