On Large and Superlarge Deviations of Sums of Independent Random Vectors Under Cramér's Condition. II

DOI10.1137/S0040585X97982645zbMath1201.60024OpenAlexW4229728009MaRDI QIDQ5439990

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 30 January 2008

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

Full work available at URL: https://doi.org/10.1137/s0040585x97982645

zbMATH Keywords

large deviationsrate functionregularly varying tailssuperlarge deviationsCramér transformintegrolocal theorem

Mathematics Subject Classification ID

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

Related Items (10)

Large Deviations of a Sum of Independent Random Variables with Distributions with Rapidly Decreasing Tails ⋮ Large deviation local limit theorems and limits of biconditioned planar maps ⋮ The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities ⋮ Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails ⋮ On semiparametric statistical inferences in the moderate deviation zone ⋮ Sharp large deviations for sums of bounded from above random variables ⋮ On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails ⋮ On large deviation principles in metric spaces ⋮ Superlarge deviations for sums of random variables with arithmetical super-exponential distributions ⋮ Superlarge Deviation Probabilities for Sums of Independent Random Variables with Exponentially Decreasing Tails. II

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