On a new limit theorem in probability theory (Translation of 'Sur un nouveau théorème-limite de la théorie des probabilités')

This is a translation of Harald Cramér's article, 'On a new limit theorem in probability theory', published in French in 1938 and deriving what is considered by mathematicians to be the first large deviation result. My hope is that this translation will help disseminate this historica...

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Veröffentlicht in:arXiv.org 2022-08
Hauptverfasser: Cramér, Harald, Touchette, Hugo
Format: Artikel
Sprache:eng
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Zusammenfassung:This is a translation of Harald Cramér's article, 'On a new limit theorem in probability theory', published in French in 1938 and deriving what is considered by mathematicians to be the first large deviation result. My hope is that this translation will help disseminate this historically important work, 80 years after its publication.
ISSN:2331-8422