Accession Number:

ADA256939

Title:

Multidimensional Strong Large Deviation Theorems

Descriptive Note:

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Report Date:

1992-09-01

Pagination or Media Count:

26.0

Abstract:

We obtain a strong large deviation result for arbitrary sequence of random vectors under simple and verifiable conditions on the moment generating functions. The key to this result is a local limit theorem for arbitrary sequences of random vectors which is also provided in this paper. The local limit theorem gives conditions on the characteristic functions of random vectors for their pseudo-density function to converge uniformly on bounded sets. We apply these results to the multivariate F-distribution. Large Deviations, Limit Theorems.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE