General theorems on large deviations for random vectors |
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| Authors: | Rimantas Rudzkis Aleksej Bakshaev |
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| Institution: | 1.Institute of Mathematics and Informatics,Vilnius University,Vilnius,Lithuania |
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| Abstract: | In the paper, we present some general theorems on large deviations of random vectors with cumulants satisfying the generalized Statulevi?ius condition. The results obtained are applicable in derivation of limit theorems in the scheme of series, including the case where the dimension of the considered random vectors is growing indefinitely. |
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