Journal of the Korean Statistical Society
- Volume 13 Issue 1
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- Pages.20-24
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- 1984
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
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.
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