On the Accuracy of Approximation in Limit Theorems for Large Deviations

DOI10.1137/1131032zbMATH Open0657.60044OpenAlexW2073757071MaRDI QIDQ3805547

L. V. Rozovsky

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1137/1131032

zbMATH Keywords

asymptotic behaviour

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (3)

On Approximation Exactness in the Law of Large Numbers ⋮ Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables ⋮ Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions

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