Large-Deviation Local Theorem for Additive Functionals of a Markov Gaussian Field. I |
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| Authors: | Čepulėnas S. |
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| Affiliation: | (1) Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania |
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| Abstract: | We prove a local limit theorem (LLT) on Cramer-type large deviations for sums SV= t V  ( t), where t, t Z ,  1, is a Markov Gaussian random field, V  Z, and is a bounded Borel function. We get an estimate from below for the variance of SV and construct two classes of functions , for which the LLT of large deviations holds. |
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| Keywords: | local limit theorem large deviations Markov Gaussian random field cumulants Fourier integral |
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