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Limit Theorems for Large Deviations

  • Book
  • © 1991

Overview

Authors:
  1. L. Saulis

    1. Institute of Mathematics and Informatics, Lithuanian Academy of Sciences, Vilnius, Lithuania

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  2. V. A. Statulevičius

    1. Institute of Mathematics and Informatics, Lithuanian Academy of Sciences, Vilnius, Lithuania

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    You can also search for this author in PubMed   Google Scholar

Part of the book series: Mathematics and its Applications (MASS, volume 73)

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Table of contents (7 chapters)

  1. Front Matter

    Pages i-2
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  2. The Main Notions

    • L. Saulis, V. A. Statulevičius
    Pages 3-15

  3. The Main Lemmas

    • L. Saulis, V. A. Statulevičius
    Pages 16-41

  4. Theorems on Large Deviations for the Distributions of Sums of Independent Random Variables

    • L. Saulis, V. A. Statulevičius
    Pages 42-59

  5. Theorems of Large Deviations for Sums of Dependent Random Variables

    • L. Saulis, V. A. Statulevičius
    Pages 60-107

  6. Theorems of Large Deviations for Polynomial Forms, Multiple Stochastic Integrals and Statistical Estimates

    • L. Saulis, V. A. Statulevičius
    Pages 108-151

  7. Asymptotic Expansions in the Zones of Large Deviations

    • L. Saulis, V. A. Statulevičius
    Pages 152-193

  8. Probabilities of Large Deviations for Random Vectors

    • L. Saulis, V. A. Statulevičius
    Pages 194-209

  9. Back Matter

    Pages 210-232
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Keywords

Authors and Affiliations

  • Institute of Mathematics and Informatics, Lithuanian Academy of Sciences, Vilnius, Lithuania

    L. Saulis, V. A. Statulevičius

Bibliographic Information

  • Book Title: Limit Theorems for Large Deviations

  • Authors: L. Saulis, V. A. Statulevičius

  • Series Title: Mathematics and its Applications

  • DOI: https://doi.org/10.1007/978-94-011-3530-6

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media Dordrecht 1991

  • Hardcover ISBN: 978-0-7923-1475-2Published: 31 October 1991

  • Softcover ISBN: 978-94-010-5562-8Published: 23 October 2012

  • eBook ISBN: 978-94-011-3530-6Published: 06 December 2012

  • Series ISSN: 0169-6378

  • Edition Number: 1

  • Number of Pages: VIII, 232

  • Topics: Probability Theory and Stochastic Processes, Statistics, general

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