Local Limit Theorem 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)
  • Published : 1984.12.01

Abstract

Under the i.i.d. hypothesis, authors (1982, 1984) proved some local limit theorems both for the continuous case and for the lattice case. In this paper, results are extended to the case where the random vectors are not identically distributed.

Keywords

References

  1. Theor. Probability Appl. v.2 Local limit theorem for large deviations Richter,V.
  2. Theor. Probability Appl. v.3 Multi-dimensional local limit theorems for large deviations Richter,V.
  3. Principles of mathematical analysis.(3rd ed.) Rudin,W.
  4. J. Korean Statist. Soc. v.11 A local limit theorem for large deviations So,B.S.;Jeon,J.W.
  5. J. Korean Statist. Soc. v.13 Multi-dimensional local limit theorems for large deviations. So,B.S.;Jeon,J.W.;Kim,W.C.