Strong Large Deviation and Local Limit Theorems
Strong Large Deviation and Local Limit Theorems
Most large deviation results give asymptotic expressions for $\log P(Y_n \geq y_n)$, where the event $\{Y_n \geq y_n\}$ is a large deviation event, that is, $P(Y_n \geq y_n)$ goes to 0 exponentially fast. We refer to such results as weak large deviation results. In this paper we obtain strong large …