Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically

1999 ◽  
Vol 39 (4) ◽  
pp. 432-445
Author(s):  
W. -D. Richter ◽  
J. Schumacher
Keyword(s):  
Large Deviations ◽  
Asymptotic Expansions ◽  
Two Dimensional ◽  
Random Vectors

Asymptotic Expansions in the Exponent: a Compound Poisson Approach

1997 ◽  
Vol 29 (02) ◽  
pp. 374-387 ◽  
Author(s):  
V. Čekanavičius
Keyword(s):  
Asymptotic Expansion ◽  
Large Deviations ◽  
Poisson Distribution ◽  
Asymptotic Expansions ◽  
Compound Poisson ◽  
Poisson Measures ◽  
Poisson Approximations

The accuracy of the Normal or Poisson approximations can be significantly improved by adding part of an asymptotic expansion in the exponent. The signed-compound-Poisson measures obtained in this manner can be of the same structure as the Poisson distribution. For large deviations we prove that signed-compound-Poisson measures enlarge the zone of equivalence for tails.

scholarly journals The asymptotic expansions of the distribution function and of density function for the sums of independent identically distributed random vectors

1968 ◽  
Vol 8 (3) ◽  
pp. 405-422
Author(s):  
A. Bikelis
Keyword(s):  
Distribution Function ◽  
Density Function ◽  
Asymptotic Expansions ◽  
Random Vectors ◽  
Independent Identically Distributed

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: А. Бикялис. Асимптотические разложения для плотностей и распределений сумм независимых одинаково распределенных случайных векторов A. Bikelis. Nepriklausomų vienodai pasiskirsčiusių atsitiktinių vektorių sumų tankių ir pasiskirstymo funkcijų asimptotiniai išdėstymai

scholarly journals Large Deviations for Exchangeable Random Vectors

1992 ◽  
Vol 20 (3) ◽  
pp. 1147-1166 ◽  
Author(s):  
I. H. Dinwoodie ◽  
S. L. Zabell
Keyword(s):  
Large Deviations ◽  
Random Vectors
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