Asymptotic expansion for the density function of the series scheme of a random variables in the large deviation in Cramer zone

In this work, the expansion of the density function of series schemes of independent variables ξ(n)1,ξ(n)2 ,..., ξ(n)j,   with means Eξ(n)j = 0, and dispersions σ(n)2j = Eξ(n)2j   has been obtained in the Cramer zone of large deviations. The result was obtained, based on General Lemma 6.1 [2] by jo...

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Bibliographic Details
Main Authors: Dovilė Deltuvienė, Leonas Saulis
Format: Article
Language:English
Published: Vilnius University Press 2001-12-01
Series:Lietuvos Matematikos Rinkinys
Online Access:https://www.zurnalai.vu.lt/LMR/article/view/34742