On the limit conditional distributions connected with large deviations
type: Item
instance of: scholarly article
title: On the limit conditional distributions connected with large deviations
zbMATH Open document ID: 0891.60030
DOI: 10.1007/BF02104659
published in: Siberian Mathematical Journal
publication date: 1998-07-06T00:00:00Z
review text: The author finds the limit distribution of functionals of \(n\) successive sums of random vectors as \(n\to \infty\) under the condition that the value of the last \(n\)th sum belongs to some interval which may be situated in the range of large deviations. An analog of the law of the iterated logarithm for the conditional distributions of successive sums under the same condition is proved.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 1023920
zbMATH Keywords: Cramer transform
zbMATH Keywords: large deviations
zbMATH Keywords: deviation function
zbMATH Keywords: Legendre transform
zbMATH Keywords: law of iterated logarithm
author: A. A. Borovkov
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1023920