We prove a general central limit theorem for probabilities of large
deviations for sequences of random variables satisfying certain analytic
conditions. This theorem has wide applications to combinatorial structures and
to the distribution of additive arithmetical functions. The method of proof is
an extension of Kubilius' version of Cramér's classical method based on
analytic moment generating functions. We thus generalize Cramér's and
Kubilius's theorems on large deviations.
Publié le : 1996-02-14
Classification:
Large deviations,
combinatorial constructions,
central limit theorems,
additive arithmetical functions,
60C05,
60F10,
05A16,
11N05,
11N37
@article{1034968075,
author = {Hwang, Hsien-Kuei},
title = {Large deviations for combinatorial distributions. I. Central limit
theorems},
journal = {Ann. Appl. Probab.},
volume = {6},
number = {1},
year = {1996},
pages = { 297-319},
language = {en},
url = {http://dml.mathdoc.fr/item/1034968075}
}
Hwang, Hsien-Kuei. Large deviations for combinatorial distributions. I. Central limit
theorems. Ann. Appl. Probab., Tome 6 (1996) no. 1, pp. 297-319. http://gdmltest.u-ga.fr/item/1034968075/