Multi-Dimensional Local Limit Theorems for Large Deviations

  • So, Beong-Soo (Department of Computer Science and Statistics, Seoul National University, Seoul 151) ;
  • Jeon, Jong-Woo (Department of Computer Science and Statistics, Seoul National University, Seoul 151) ;
  • Kim, Woo-Chul (Department of Computer Science and Statistics, Seoul National University, Seoul 151)
  • Published : 1984.06.01

Abstract

In analogy to the theorem proved by So and Jeon (1982), we give a multi-dimensional version of local limit theorem for large deviations in the continuous case. We also prove a similar theorem in the case of lattice random vectors. Some examples are given.

Keywords

References

  1. Theor. Probability Appl. v.2 Local Limit Theorems for Large Deviations Richter, V.
  2. Theor. Probability Appl. v.3 Multi-Dimensional Local Limit Theorems for Large Deviations Richter, V.
  3. J. Korean Statist. Soc. v.11 A Local Limit Theorem for Large Deviations So, B.S.;Jeon, J.W.