Asymptotic expansions of large deviations for sums of nonidentically distributed random variables

被引:1
|
作者
Saulis, L
机构
[1] Vilnius Gediminas Tech Univ, LT-2040 Vilnius, Lithuania
[2] Inst Math & Informat, LT-2600 Vilnius, Lithuania
关键词
distribution and characteristic function; cumulant; asymptotic expansion; large deviations;
D O I
10.1023/A:1006342102059
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The work is designated for obtaining asymptotic expansions and determination of structures of the remainder terms that take into consideration large deviations both in Cramer zones and Linnik power zones for the distribution function of sums of independent nonidentically distributed random variables (r.v.). In this scheme of summation of r.v., the results are obtained first by mainly using the general lemma on large deviations considering asymptotic expansions for an arbitrary r.v. with regular behaviour of its cumulants. Asymptotic expansions in the Cramer zone for the distribution function of sums of identically distributed r.v. have been investigated by A. Bikelis, A. Zemaitis, S. Jaksevicius. Note that asymptotic expansions for large deviations were first obtained in the probability theory by J. Kubilius.
引用
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页码:291 / 310
页数:20
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