LARGE DEVIATIONS FOR COMBINATORIAL DISTRIBUTIONS. I: CENTRAL LIMIT THEOREMS
成果类型:
Article
署名作者:
Hwang, Hsien-Kuei
署名单位:
Institut Polytechnique de Paris; Ecole Polytechnique; Academia Sinica - Taiwan
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
发表日期:
1996
页码:
297-319
关键词:
摘要:
We prove a general central limit theorem for probabilities of large deviations for sequences of random variables satisfying certain analytic conditions. This theorem has wide applications to combinatorial structures and to the distribution of additive arithmetical functions. The method of proof is an extension of Kubilius' version of Cramer's classical method based on analytic moment generating functions. We thus generalize Cramer's and Kubilius's theorems on large deviations.