The discounted local limit theorems for large deviations

The discounted local limit theorems for large deviations

Theorems of large deviations, both in the Cramer zone and the Linnik power zones, for the normal approximation of the distribution density function of normalized sum Sv = \sum∞ k=0 vkXk, 0 < v < 1, of i.i.d. random variables (r.v.) X0, X1, . . . satisfying the generalized Bernstein’s conditio...

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Bibliographic Details
Main Authors: Leonas Saulis, Dovilė Deltuvienė
Format: Article
Language:English
Published: Vilnius University Press 2008-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
distribution density function
characteristic function
cumulant
large deviations
discount factor
Online Access:https://www.journals.vu.lt/LMR/article/view/18152

Internet

https://www.journals.vu.lt/LMR/article/view/18152

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