On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cramér Zone. I.

DOI10.1137/S0040585X97983560zbMath1201.60025OpenAlexW2062984237MaRDI QIDQ3556719

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 26 April 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97983560

zbMATH Keywords

rate functionsuperlarge deviationsCramér transformCramér deviation zoneintegrolocal theoremirregular large deviations

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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