Strong Large Deviation and Local Limit Theorems

摘要: Abstract : An event is loosely called a large deviation if the dominant term in probability of that goes to zero exponentially. Most papers give asymptotic expressions only algorithm event. This paper obtains strong results which actual based on an arbitrary sequence random variables, under some conditions moment generating functions. The proof these depends local limit theorems, also are proved this paper, by imposing characteristic A theorem states pseudo- densities variables converge, stronger than convergence distribution.