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Refined Large Deviation Limit Theorems (Chapman & Hall/crc Research Notes in Mathematics Series)

Vinogradov, Vladimir
512.73 SGD
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461.46
English

Product Description

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
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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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