On large deviations for sums of random vectors in Rk

L. V. Osipov

Journal of Multivariate Analysis, 1981, vol. 11, issue 2, 115-126

Abstract: The paper deals with limit theorems for probabilities of large deviations for sums of independent identically distributed random vectors. We give more detailed bounds for the remainder in von Bahr's limit theorem. New asymptotic formulas for probabilities of large deviations on the outside of balls are established.

Keywords: Sums; of; random; vectors; independent; identically; distributed; large; deviations (search for similar items in EconPapers)
Date: 1981
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Citations: View citations in EconPapers (2)

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