LARGE DEVIATION LOCAL LIMIT THEOREMS, WITH APPLICATIONS
Let {X(,n), n (GREATERTHEQ) 1} be a sequence of i.i.d. random variables withE(X(,1)) = 0, Var(X(,1)) = 1. Let (psi)(s) be the cumulant generating function (c.g.f.) and === (DIAGRAM, TABLE OR GRAPHIC OMITTED...PLEASE SEE DAI) === be the large deviation rate of X(,1). Let S(,n) = X(,1) + ... + X(,n)....
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| Format: | Others |
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| Online Access: |
http://purl.flvc.org/fsu/lib/digcoll/etd/3085419 |