The discounted local limit theorems for large deviations

Leonas  Saulis; Dovilė  Deltuvienė

doi:10.15388/LMR.2008.18152

Articles

Leonas Saulis

Vilnius Gediminas Technical University

Dovilė Deltuvienė

Vilnius Gediminas Technical University

Published 2008-12-21

https://doi.org/10.15388/LMR.2008.18152

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Keywords

distribution density function
characteristic function
cumulant
large deviations
discount factor

How to Cite

Saulis, L. and Deltuvienė, D. (2008) “The discounted local limit theorems for large deviations”, Lietuvos matematikos rinkinys, 48(proc. LMS), pp. 412–416. doi:10.15388/LMR.2008.18152.

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Abstract

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 S_v= \sum^∞_k=0v^kX_k, 0 < v < 1, of i.i.d. random variables (r.v.) X₀, X₁, . . . satisfying the generalized Bernstein’s condition are obtained.

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