Multidimensional limit theorems allowing large deviations for densities of regular variation

DOI10.1006/jmva.1998.1773zbMath0929.60022OpenAlexW1993881909MaRDI QIDQ1275424

Alexander Yu. Zeigraev, Alexander V. Nagaev

Publication date: 24 January 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1773

Mathematics Subject Classification ID

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

Related Items (3)

Large deviations for random walks under subexponentiality: The big-jump domain ⋮ New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is \(\alpha\)-stable ⋮ Asymptotic expansions of densities of sums of random vectors without third moment

Cites Work

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• On probabilities of large deviations in some classes of k-dimensional Borel sets
• On large deviations for sums of random vectors in \(R_ k\).
• Dominating points and the asymptotics of large deviations for random walk on \(R^ r\).
• Large deviations and testing statistical hypotheses. I: Large deviations of sums of random vectors
• Multi-dimensional integral limit theorems for large deviations
• Large deviations of sums of independent random variables

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