Multidimensional limit theorems allowing large deviations for densities of regular variation (Q1275424)
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scientific article; zbMATH DE number 1241231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional limit theorems allowing large deviations for densities of regular variation |
scientific article; zbMATH DE number 1241231 |
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Multidimensional limit theorems allowing large deviations for densities of regular variation (English)
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24 January 2000
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The paper is concerned with precise asymptotics for large deviation probabilities for sums of independent and identically distributed random vectors in the domain of normal attraction, whose common distribution has a density which satisfies a regular variation condition in the tails. Amongst other results, the conditional distribution of the projection of the sum in a second direction, conditional on an extreme deviation in a given direction, is examined.
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