Vladimir Vinogradov

Refined Large Deviation Limit Theorems (eBook, PDF)

• Format: PDF

Produktbeschreibung

This monograph is mainly devoted to studying the asymptotic behavior of the probabilities of large deviations in the case when the famous Cramer's condition is not fulfilled. It provides the direct probabilistic method that enables one to construct expansions of increasing accuracy.

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 224
• Erscheinungstermin: 14. Juni 2023
• Englisch
• ISBN-13: 9781000941609
• Artikelnr.: 68206066

Autorenporträt

Vinogradov\, Vladimir

Inhaltsangabe

Introduction 1. Asymptotic Expansions Taking into Account the Cases when
the Number of Summands Comparable with the Sum is Less than or Equal to Two
2. Asymptotic Expansions of the Probabilities of Large Deviations and
Non-Uniform Estimates of Remainders in CLT 3. Asymptotic Expansions Taking
into Account the Cases when the Number of Summands Comparable with the Sum
Does not Exceed a Fixed Integer 4. Limit Theorems on Large Deviations for
Order Statistics 5. Large Deviations for I.I.D. Random Sums When Cramer's
Condition is Fulfilled Only on a Finite Interval

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Introduction 1. Asymptotic Expansions Taking into Account the Cases when the Number of Summands Comparable with the Sum is Less than or Equal to Two 2. Asymptotic Expansions of the Probabilities of Large Deviations and Non-Uniform Estimates of Remainders in CLT 3. Asymptotic Expansions Taking into Account the Cases when the Number of Summands Comparable with the Sum Does not Exceed a Fixed Integer 4. Limit Theorems on Large Deviations for Order Statistics 5. Large Deviations for I.I.D. Random Sums When Cramer's Condition is Fulfilled Only on a Finite Interval