DMCA
ABELIAN THEOREMS, LIMIT PROPERTIES OF CONJUGATE DISTRIBUTIONS, AND LARGE DEVIATIONS FOR SUMS OF INDEPENDENT RANDOM VECTORS (2004)
Cached
Download Links
| Citations: | 2 - 0 self |
BibTeX
@MISC{Zaigraev04abeliantheorems,,
author = {A. Yu. Zaigraev and A. V. Nagaev},
title = {ABELIAN THEOREMS, LIMIT PROPERTIES OF CONJUGATE DISTRIBUTIONS, AND LARGE DEVIATIONS FOR SUMS OF INDEPENDENT RANDOM VECTORS },
year = {2004}
}
Share
 |
 |
 |
 |
||
OpenURL
Abstract
A class of multidimensional absolutely continuous distributions is considered. Each distribution has a moment generating function, which is finite in a bounded convex set S and generates a family of the so-called conjugate distributions. We focus our attention on the limit distributions for this family when the conjugate parameter tends to the boundary of S. As in the one-dimensional case, each limit distribution is obtained as a corollary of the Abel-type theorem. The results obtained are utilized for establishing a local limit theorem for large deviations of arbitrarily high order.
