A large deviation local limit theorem
- 1 May 1989
- journal article
- research article
- Published by Cambridge University Press (CUP) in Mathematical Proceedings of the Cambridge Philosophical Society
- Vol. 105 (3) , 575-577
- https://doi.org/10.1017/s030500410007794x
Abstract
The following elegant one-sided large deviation result is given by S. V. Nagaev in [2].Theorem 0. Suppose that {Sn,n ≤ 0} is a random walk whose increments Xi are independent copies of X, where(X) = 0 andPr{X > x} ̃ x−αL(x) as x→ + ∞,and where 1 < α < ∞ and L is slowly varying at ∞. Then for any ε > 0 and uniformly in x ≥ εnPr{Sn > x} ̃ n Pr{X > x} as n→∞.It is the purpose of this note to point out that for lattice-valued random walks there is an analogous local limit theorem.Keywords
This publication has 1 reference indexed in Scilit:
- On the Asymptotic Behavior of One-Sided Large Deviation ProbabilitiesTheory of Probability and Its Applications, 1982