Refined Large Deviation Limit Theorems
Book Details
Format
Paperback / Softback
ISBN-10
036744934X
ISBN-13
9780367449346
Publisher
Taylor & Francis Ltd
Imprint
Chapman & Hall/CRC
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 2nd, 2019
Print length
224 Pages
Weight
560 grams
Product Classification:
Probability & statistics
Ksh 11,900.00
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This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramér''s condition on the finiteness of exponential moments may not be satisfied
This monograph is mainly devoted to studying the asymptotic behavior of the probabilities of large deviations in the case when the famous Cramer's condition is not fulfilled. It provides the direct probabilistic method that enables one to construct expansions of increasing accuracy.
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