On the large deviation principle for the almost sure CLT.

DOI10.1016/S0167-7152(00)00154-1zbMath1043.60019WikidataQ127610185 ScholiaQ127610185MaRDI QIDQ5934108

E. S. Stankevich, Mikhail Lifshits

Publication date: 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (6)

Large deviations for some logarithmic means in the case of random variables with thin tails ⋮ Large deviation principles for sequences of logarithmically weighted means ⋮ Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications ⋮ Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables ⋮ Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes ⋮ On large deviations for some sequences of weighted means of Gaussian processes

Cites Work

• A note on the almost sure central limit theorem
• On the almost sure (a.s.) central limit theorem for random variables with infinite variance
• Large deviations from the almost everywhere central limit theorem
• The almost sure limit theorem for sums of random vectors
• The principle of large deviations for almost everywhere central limit theorem
• On Almost Sure Limit Theorems
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
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