Asymptotic expansions for large deviation probabilities in the strong law of large numbers

DOI10.1007/BF00319551zbMath0643.60025MaRDI QIDQ1102030

James Allen Fill

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionslarge deviationsrandom walkboundary crossing probabilities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (1)

The convergence rate for the strong law of large numbers: General lattice distributions

Cites Work

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• The convergence rate for the strong law of large numbers: General lattice distributions
• On Deviations of the Sample Mean
• Saddle point approximation for the distribution of the sum of independent random variables
• Large deviation probabilities in the strong law of large numbers
• Tail Probability Approximations
• [https://portal.mardi4nfdi.de/wiki/Publication:5556859 Verteilungs-invarianzprinzipien f�r das starke gesetz der gro\en zahl]

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