Limit theorems for conditional distributions with regard for large deviations
Possible limit laws are studied for the multivariate conditional distribution of a subset of components of the sum of independent identically distributed random vectors under the condition that other components belong to the domain of large deviations. It is assumed that the considered distribution...
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| Datum: | 1999 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4696 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510859469520896 |
|---|---|
| author | Zaigraev, A. Yu. Заиграев, А. Ю. Заиграев, А. Ю. |
| author_facet | Zaigraev, A. Yu. Заиграев, А. Ю. Заиграев, А. Ю. |
| author_sort | Zaigraev, A. Yu. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:11:43Z |
| description | Possible limit laws are studied for the multivariate conditional distribution of a subset of components of the sum of independent identically distributed random vectors under the condition that other components belong to the domain of large deviations. It is assumed that the considered distribution is absolutely continuous and belongs to the domain of attraction of the normal law but possesses “heavy tails.” The approach suggested is based on the local theorem for large deviations. |
| first_indexed | 2026-03-24T03:03:41Z |
| format | Article |
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| id | umjimathkievua-article-4696 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:03:41Z |
| publishDate | 1999 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/ab/cf50a50e9b0be8c056124bb7c8c4c7ab.pdf |
| spelling | umjimathkievua-article-46962020-03-18T21:11:43Z Limit theorems for conditional distributions with regard for large deviations Предельные теоремы для условных распределений с учетом больших уклонений Zaigraev, A. Yu. Заиграев, А. Ю. Заиграев, А. Ю. Possible limit laws are studied for the multivariate conditional distribution of a subset of components of the sum of independent identically distributed random vectors under the condition that other components belong to the domain of large deviations. It is assumed that the considered distribution is absolutely continuous and belongs to the domain of attraction of the normal law but possesses “heavy tails.” The approach suggested is based on the local theorem for large deviations. Вивчаються можливі граничні закони для багатовимірного умовного розкладу підмиожиии компонент суми незалежних однаково розподілених випадкових векторів за умови, що інші компоненти знаходяться в області великих відхилень. Припускається, що згаданий розклад є абсолютно неперервним і належить області притягання нормального закону, але має „важкі хвости". Запропонований підхід грунтується па локальній теоремі для великих відхилень. Institute of Mathematics, NAS of Ukraine 1999-08-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4696 Ukrains’kyi Matematychnyi Zhurnal; Vol. 51 No. 8 (1999); 1054–1064 Український математичний журнал; Том 51 № 8 (1999); 1054–1064 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4696/6094 https://umj.imath.kiev.ua/index.php/umj/article/view/4696/6095 Copyright (c) 1999 Zaigraev A. Yu. |
| spellingShingle | Zaigraev, A. Yu. Заиграев, А. Ю. Заиграев, А. Ю. Limit theorems for conditional distributions with regard for large deviations |
| title | Limit theorems for conditional distributions with regard for large deviations |
| title_alt | Предельные теоремы для условных распределений с учетом больших
уклонений |
| title_full | Limit theorems for conditional distributions with regard for large deviations |
| title_fullStr | Limit theorems for conditional distributions with regard for large deviations |
| title_full_unstemmed | Limit theorems for conditional distributions with regard for large deviations |
| title_short | Limit theorems for conditional distributions with regard for large deviations |
| title_sort | limit theorems for conditional distributions with regard for large deviations |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4696 |
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