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)
  • 발행 : 1984.06.01

초록

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.

키워드

참고문헌

  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.