Large deviations for random vectors for certain classes of sets. II
type: Item
instance of: scholarly article
title: Large deviations for random vectors for certain classes of sets. II
zbMATH Open document ID: 0562.60030
DOI: 10.1007/BF00973572
published in: Lithuanian Mathematical Journal
publication date: 1983-01-01T00:00:00Z
review text: The analogues of \textit{V. A. Statulevičius'} lemma on large deviations [Z. Wahrscheinlichkeitstheor. Verw. Geb. 6, 133-144 (1966; Zbl 0158.362)] are proved for a random finite-dimensional vector \(\xi \in R^ s\). The classes of sets in \(R^ s\) for which the results of the paper are proved have been introduced by \textit{L. V. Osipov}, Mat. Zametki 31, 147- 155 (1982; Zbl 0488.60036). Applications to sums of independent random vectors are given.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 3895997
zbMATH Keywords: sums of independent random vectors
author: Leonas Saulis
MaRDI profile type: Publication
cites work: Q3949731
cites work: Q3878442
cites work: Q4085018
cites work: A general lemma on probabilities of large deviations
cites work: On large deviations
cites work: A general lemma for the density of a distribution taking into account large deviations
description: scientific article; zbMATH DE number 3895997