On limit theorems of Fortet–Kac type

Birutė Kryžienė,Gintautas Misevičius

doi:10.15388/lmr.2008.05

Abstract

We get the theorem of large deviations for sums of type \sum f(T jt) satisfying the conditions weaker than in [5] (see [5, pp. 221–227]).

Highlights

This paper deals with probabilities of large deviations similar to classical results for the above defined sums Sn with the condition (2) instead of the following condition in [5]:
We get the theorem of large deviations for sums of type f (T j t) satisfying the conditions weaker than in [5]
This paper deals with probabilities of large deviations similar to classical results for the above defined sums Sn with the condition (2) instead of the following condition in [5]: f (t + h) − f (t) p dt H3phδp!, p = 2, 3

Summary

Introduction

This paper deals with probabilities of large deviations similar to classical results (see [3,4]) for the above defined sums Sn with the condition (2) instead of the following condition in [5]:. We get the theorem of large deviations for sums of type f (T j t) satisfying the conditions weaker than in [5] K, are the so-called Rademacher functions, and are independent identically distributed random variables taking values 0 and 1 with equal probabilities.

Results

Conclusion