Abstract:
Let Sn=X(1)+⋯+X(n) be a sum of independent identically distributed random vectors in Rs and let {Dn}, Dn⊂Rs, be a sequence of convex Borel sets, for n=1,2,…. Let the point an be the point of Dn which is nearest to the origin. Under general conditions we obtain Cramer's type asymptotical formulas for
P{n−1/2Sn∈Dn},|an|⩾1,|an|=o(√n),n→∞.
Citation:
A. K. Aleškevičiene, “Multidimensional integral limit theorems for large deviations”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 62–82; Theory Probab. Appl., 28:1 (1984), 65–88
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\by A.~K.~Ale{\v s}kevi{\v{c}}iene
\paper Multidimensional integral limit theorems for large deviations
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 1
\pages 62--82
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\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 1
\pages 65--88
\crossref{https://doi.org/10.1137/1128004}
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Linking options:
https://www.mathnet.ru/eng/tvp2155
https://www.mathnet.ru/eng/tvp/v28/i1/p62
This publication is cited in the following 5 articles:
A. Yu. Zaigraev, A. V. Nagaev, “Abelian theorems, limit properties of conjugate distributions,
and large deviations for sums of independent random vectors”, Theory Probab. Appl., 48:4 (2004), 664–680
A. A. Borovkov, A. A. Mogul'skii, “Integro-local limit theorems including large deviations for sums of random vectors. II”, Theory Probab. Appl., 45:1 (2001), 3–22
Shao C. Fang, Santosh S. Venkatesh, “Learning finite binary sequences from half-space data”, Random Struct. Alg., 14:4 (1999), 345
U. Madhow, M.B. Pursley, “Acquisition in direct-sequence spread-spectrum communication networks: an asymptotic analysis”, IEEE Trans. Inform. Theory, 39:3 (1993), 903
L. I. Saulis, “Probabilities of large deviations for random vectors”, Theory Probab. Appl., 36:3 (1991), 494–507