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LIMIT THEORY

Large Deviations for Sums of Independent Non Identically Distributed Random Variables

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Pages 2984-2990 | Received 23 Jan 2008, Accepted 03 Mar 2008, Published online: 31 Jul 2008

References

  • Cramér , H. ( 1938 ). Sur un nouveau théorème-limite de la théorie des probabilités . Actual. Sci. Indust. (Paris) 736 : 5 – 23 .
  • Feller , W. ( 1943 ). Generalization of a probability limit theorem of Cramér . Trans. Amer. Math. Soc. 54 : 361 – 372 .
  • Petrov , V. V. (1954). A generalization of Cramér's limit theorem. Uspehi Mat. Nauk. 9 (1954) No. 4 (62), 195–202. (Selected Translations in Mathematical Statistics and Probability, 1966, 6, 1–8, American Mathematical Society, Providence, RI.)
  • Petrov , V. V. ( 1961 ). On large deviations of sums of random variables. (Russian) Vestnik Leningrad. Univ. 16 ( 1 ): 25 – 37 .
  • Petrov , V. V. ( 1968 ). Asymptotic behavior of probabilities of large deviations . Theor. Probab. Appl. 13 : 408 – 420 .
  • Petrov , V. V. ( 1975 ). Sums of Independent Random Variables . New York : Springer .
  • Petrov , V. V. ( 1995 ). Limit Theorems of Probability Theory . New York : Oxford University Press .
  • Saulis , L. , Statulevičius , V. A. ( 1991 ). Limit Theorems for Large Deviations . Dordrecht , The Netherlands : Kluwer Academic Publishers .

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