Theorems of Large Deviations in the Approximation by an Infinitely Divisible Law

Author: Aleškevi   Src   SRC="/iso-ents/isolat2/edot-s.gif" ALT="edot" A.  

Publisher: Springer Publishing Company

ISSN: 0167-8019

Source: Acta Applicandae Mathematicae, Vol.58, Iss.1-3, 1999-09, pp. : 61-73

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Abstract

The general lemma of large deviations has been proved in the approximation by an in finitely divisible law with a finite spectrum. The method of cumulants is used. First, vast possibilities of this nethod are surveyed when investigating large deviations in various approximations.