Large Deviation Local Limit Theorems for Arbitrary Sequences of Random Variables
Chaganty, Narasinga R. ; Sethuraman, J.
Ann. Probab., Tome 13 (1985) no. 4, p. 97-114 / Harvested from Project Euclid
The results of W. Richter (Theory Probab. Appl. (1957) 2 206-219) on sums of independent, identically distributed random variables are generalized to arbitrary sequences of random variables $T_n$. Under simple conditions on the moment generating function of $T_n$, which imply that $T_n/n$ converges to zero, it is shown, for arbitrary sequences $\{m_n\}$, that $k_n(m_n)$, the probability density function of $T_n/n$ at $m_n$, is asymptotic to an expression involving the large deviation rate of $T_n/n$. Analogous results for lattice valued random variables are also given. Applications of these results to statistics appearing in nonparametric inference are presented. Other applications to asymptotic distributions in statistical mechanics are pursued in another paper.
Publié le : 1985-02-14
Classification:  Local limit theorems,  large deviations,  Laplace transform,  nonparametric inference,  60F05,  60F10
@article{1176993069,
     author = {Chaganty, Narasinga R. and Sethuraman, J.},
     title = {Large Deviation Local Limit Theorems for Arbitrary Sequences of Random Variables},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 97-114},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993069}
}
Chaganty, Narasinga R.; Sethuraman, J. Large Deviation Local Limit Theorems for Arbitrary Sequences of Random Variables. Ann. Probab., Tome 13 (1985) no. 4, pp.  97-114. http://gdmltest.u-ga.fr/item/1176993069/