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General theorems on large deviations for random vectors

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Abstract

In the paper, we present some general theorems on large deviations of random vectors with cumulants satisfying the generalized Statulevičius condition. The results obtained are applicable in derivation of limit theorems in the scheme of series, including the case where the dimension of the considered random vectors is growing indefinitely.

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Authors and Affiliations

  1. Institute of Mathematics and Informatics, Vilnius University, Akademijos str. 4, LT-08663, Vilnius, Lithuania

    Rimantas Rudzkis & Aleksej Bakshaev

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  1. Rimantas Rudzkis
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  2. Aleksej Bakshaev
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Correspondence to Rimantas Rudzkis.

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Rudzkis, R., Bakshaev, A. General theorems on large deviations for random vectors. Lith Math J 57, 367–390 (2017). https://doi.org/10.1007/s10986-017-9367-y

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  • DOI: https://doi.org/10.1007/s10986-017-9367-y

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