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
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spelling doaj-9c7de0dc7d2349c38c1bfd062fa8fd742020-11-25T03:26:42ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2008-12-0148proc. LMS10.15388/LMR.2008.18152The discounted local limit theorems for large deviationsLeonas Saulis0Dovilė Deltuvienė1Vilnius Gediminas Technical UniversityVilnius Gediminas Technical University 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 condition are obtained. https://www.journals.vu.lt/LMR/article/view/18152distribution density functioncharacteristic functioncumulantlarge deviationsdiscount factor
collection DOAJ
language English
format Article
sources DOAJ
author Leonas Saulis
Dovilė Deltuvienė
spellingShingle Leonas Saulis
Dovilė Deltuvienė
The discounted local limit theorems for large deviations
Lietuvos Matematikos Rinkinys
distribution density function
characteristic function
cumulant
large deviations
discount factor
author_facet Leonas Saulis
Dovilė Deltuvienė
author_sort Leonas Saulis
title The discounted local limit theorems for large deviations
title_short The discounted local limit theorems for large deviations
title_full The discounted local limit theorems for large deviations
title_fullStr The discounted local limit theorems for large deviations
title_full_unstemmed The discounted local limit theorems for large deviations
title_sort discounted local limit theorems for large deviations
publisher Vilnius University Press
series Lietuvos Matematikos Rinkinys
issn 0132-2818
2335-898X
publishDate 2008-12-01
description 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 condition are obtained.
topic distribution density function
characteristic function
cumulant
large deviations
discount factor
url https://www.journals.vu.lt/LMR/article/view/18152
work_keys_str_mv AT leonassaulis thediscountedlocallimittheoremsforlargedeviations
AT doviledeltuviene thediscountedlocallimittheoremsforlargedeviations
AT leonassaulis discountedlocallimittheoremsforlargedeviations
AT doviledeltuviene discountedlocallimittheoremsforlargedeviations
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