Refined Large Deviation Limit Theorems

by Vladimir Vinogradov

Book Details

Format Paperback / Softback

Book Series Chapman & Hall/CRC Research Notes in Mathematics Series

ISBN-10 036744934X

ISBN-13 9780367449346

Publisher Taylor & Francis Ltd

Imprint Chapman & Hall/CRC

Country of Manufacture GB

Country of Publication GB

Publication Date Dec 2nd, 2019

Print length 224 Pages

Weight 560 grams

Product Classification: Probability & statistics

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Ksh 11,900.00

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This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramér''s condition on the finiteness of exponential moments may not be satisfied

This monograph is mainly devoted to studying the asymptotic behavior of the probabilities of large deviations in the case when the famous Cramer's condition is not fulfilled. It provides the direct probabilistic method that enables one to construct expansions of increasing accuracy.

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