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Strong Large Deviation And Local Limit Theorms, Narasinga Rao Chaganty, Jayaram Sethuraman
Strong Large Deviation And Local Limit Theorms, Narasinga Rao Chaganty, Jayaram Sethuraman
Mathematics & Statistics Faculty Publications
Most large deviation results give asymptotic expressions for log P(Yn ≥ yn), where the event {Yn ≥ yn} is a large deviation event, that is, P(Yn ≥ yn) goes to 0 exponentially fast. We refer to such results as weak large deviation results. In this paper we obtain strong large deviation results for arbitrary random variables {Yn}, that is, we obtain asymptotic expressions for P(Yn ≥ yn), where {Yn ≥ yn} is a large deviation event. These strong large deviation results …