Refined Large Deviation Limit Theorems

1. Auflage 1994
ISBN: 978-0-582-25499-2
Verlag: Chapman and Hall/CRC

Buch, Englisch, 224 Seiten, Format (B × H): 183 mm x 260 mm, Gewicht: 629 g

Reihe: Chapman & Hall/CRC Research Notes in Mathematics Series

This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramér's condition on the finiteness of exponential moments may not be satisfied

Zielgruppe

Professional

Autoren/Hrsg.

Vinogradov, Vladimir

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

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

Über Autor(innen)

Vinogradov\, Vladimir