ON PROBABILITIES OF LARGE DEVIATIONS
William Feller · Proceedings of the National Academy of Sciences · 1968
Consider a triangular array Xk,,; k = 1, ..., n} of mutually independent random variables with distributions Fk,n and row sums Snow We impose the norm- ing conditions E(Xk,f) = 0 and E(S.2) = 1, and introduce the probability mea- sure induced by the second moment of Sn: n Un(dY) = E y2Ffn(dy).(1) k =1For this note, we assume that (at least after an appropriate truncation) the integrals + cPk, n(h) = ehvFk,n(dY)(2)