Multidimensional Strong Large Deviation Theorems
Abstract
We obtain a strong large deviation result for arbitrary sequence of random vectors under simple and verifiable conditions on the moment generating functions. The key to this result is a local limit theorem for arbitrary sequences of random vectors which is also provided in this paper. The local limit theorem gives conditions on the characteristic functions of random vectors for their pseudo-density function to converge uniformly on bounded sets. We apply these results to the multivariate F-distribution. Large Deviations, Limit Theorems.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1992
- Accession Number
- ADA256939
Entities
People
- Jayaram Sethuraman
- Narasinga R. Chaganty
Organizations
- Florida State University