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A one-sided large deviation local limit theorem

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  • Lin, Jianxi

Abstract

We establish a one-sided large deviation local limit theorem for sums of i.i.d. rv's with heavy tails assuming only a condition on the one-sided tail of the generic distribution. The results in [Baltrunas, A., 1996. A local limit theorem on one-sided large deviations for dominated-variation distributions. Lithuanian Math. J. 36, 1-7] are improved and thus, the result in [Doney, R.A., 1989. A large deviation local limit theorem. Math. Proc. Cambridge Philos. Soc. 105, 575-577] is generalized.

Suggested Citation

  • Lin, Jianxi, 2008. "A one-sided large deviation local limit theorem," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2679-2684, November.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:16:p:2679-2684
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