THE RATE OF CONVERGENCE IN THE PRECISE LARGE DEVIATION
Abstract: Let be i.i.d. random variables with a common d.f. Let
and In this paper for a large
class of subexponential distributions we estimate the rate of convergence
We close this paper with some examples.
2000 AMS Mathematics Subject Classification: Primary 60F10; Secondary
Key words and phrases: Limit theorems, large deviations, subexponential distributions.