Back to Search Start Over

General theorems on large deviations for random vectors.

Authors :
Rudzkis, Rimantas
Bakshaev, Aleksej
Source :
Lithuanian Mathematical Journal. Jul2017, Vol. 57 Issue 3, p367-390. 24p.
Publication Year :
2017

Abstract

In the paper, we present some general theorems on large deviations of random vectors with cumulants satisfying the generalized Statulevičius condition. The results obtained are applicable in derivation of limit theorems in the scheme of series, including the case where the dimension of the considered random vectors is growing indefinitely. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03631672
Volume :
57
Issue :
3
Database :
Academic Search Index
Journal :
Lithuanian Mathematical Journal
Publication Type :
Academic Journal
Accession number :
124586253
Full Text :
https://doi.org/10.1007/s10986-017-9367-y