Abstract
In this paper we obtain some local limit theorems for arbitrary sequences of random vectors. The local limit theorems give conditions on the characteristic functions of random vectors for their pseudo-density function to converge uniformly on bounded sets. We then use these theorems to obtain strong large deviation results for an arbitrary sequence of random vectors. Thus our paper establishes the connection between the local limit theorems and the strong limit theorems. We apply our results to the multivariate F-distribution.
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