On large deviations

Author:

Statulevičius V. A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference10 articles.

1. Gnedenko, B. V., and A. N. Kolmogorov: Limit distributions for sums of independent random variables. Moscow-Leningrad: Gostekhizdat, 1949 (in Russian). English translation: Cambridge/Mass.: Addison-Wesley, 1954.

2. Berry, A. C.: The accuracy of the Gaussian approximation to the sums of independent variates. Trans. Amer. math. Soc. 49, 122–136 (1941).

3. Zolotarev, V. M.: On the closeness of the distributions of the two sums of independent random variables. Teor. Verojatn. Primen. 10, 519–526 (1965) (in Russian).

4. Cramèr, H.: Sur un nouveau théoréme limite de la théorie des probabilités. Actual. Sci. et ind. Nr. 736. Paris 1938.

5. Petrov, V. V.: Generalization of the limit theorem of Cramèr. Uspekhi Mat. Nauk. 9, 195–202 (1954).

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