The asymptotic behavior of one-sided large deviation probabilities. I (Q1366383)

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scientific article; zbMATH DE number 1059804
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The asymptotic behavior of one-sided large deviation probabilities. I
scientific article; zbMATH DE number 1059804

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    The asymptotic behavior of one-sided large deviation probabilities. I (English)
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    30 October 1997
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    The author discusses conditions upon a distribution function \(F\) under which there exists a sequence \((t_n)_{n=1,2,\dots}\) such that the distribution function \(F_n\) of the \(n\)-fold convolution satisfies the asymptotic relation \((1- F_n(x))\sim n(1- F(x))\), \(n\to\infty\), uniformly for all \(x\), \(x\geq t_n\). Furthermore, the condition \(t_n= O(n)\) is refined taking into account the rate of decrease of the tails \(1-F(x)\) as \(x\to\infty\).
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    large deviations
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    one-sided large deviations
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