Strong Large Deviation and Local Limit Theorems
Abstract
Most large deviation results give asymptotic expressions to log P(Y sub n > or = X sub n) where the event (Y sub n > or = X sub n) is a large deviation event, that is, its probability goes to zero exponentially fast. The authors to such results for arbitrary random variables (Y sub n), that is, it obtains asymptotic expressions for P(Y sub n > or = X sub n) where (Y sub n > or = X sub n) is a large deviation event. These strong large deviation results are obtained for lattice valued and nonlattice valued random variables and require some conditions on their moment generating functions. A result that gives the average probability that Y sub n lies in an interval 2h/b sub n around the point Y sub n where h > 0, b sub n approaches limit of y*, is referred to as a local limit result for (Y sub n). This paper obtains local limit theorems for arbitrary random variables based on easily verifiable conditions on their characteristic functions. These local limit theorems play a major role in the proofs of the strong large deviation results of this paper. These results are illustrated with two typical applications.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1986
- Accession Number
- ADA173391
Entities
People
- Jayaram Sethuraman
- Narasinga R. Chaganty
Organizations
- Florida State University