The discounted local limit theorems for large deviations
Keyword(s):
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.
Keyword(s):
1977 ◽
Vol 21
(3)
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pp. 449-469
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Keyword(s):
1999 ◽
Vol 43
(1)
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pp. 1-12
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1958 ◽
Vol 3
(1)
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pp. 100-106
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1972 ◽
Vol 43
(1)
◽
pp. 251-259
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1976 ◽
Vol 21
(1)
◽
pp. 137-144
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Keyword(s):
1957 ◽
Vol 2
(2)
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pp. 206-220
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1980 ◽
Vol 88
(1)
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pp. 161-165
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1974 ◽
Vol 19
(1)
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pp. 53-64
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