Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 4, Pages 720–744
DOI: https://doi.org/10.4213/tvp253
(Mi tvp253)
 

This article is cited in 7 scientific papers (total in 7 papers)

Precise Laplace-type asymptotics for moderate deviations of the distributions of sums of independent Banach-valued random elements

V. R. Fatalov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
References:
Abstract: Formulas are deduced allowing one to find precise asymptotics of moderate deviations for the distributions of sums of independent identically distributed Banach-valued random elements. This result is proved by the Laplace method in Banach spaces. This method is an extension of the classical asymptotic Laplace method to the case of integrals with respect to probability measures in infinite-dimensional Banach spaces. By means of the theorem established in the present paper we find asymptotic representations for the probabilities of moderate deviations of statistics of the form $\omega_n^p$$p\ge 2$.
Keywords: sums of independent random elements, Laplace method in Banach spaces, action functional, Cramér transform, probabilities of moderate deviations of statistics of the form $\omega_n^p$.
Received: 30.06.1999
Revised: 10.05.2001
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 4, Pages 642–663
DOI: https://doi.org/10.1137/S0040585X97980725
Bibliographic databases:
Language: Russian
Citation: V. R. Fatalov, “Precise Laplace-type asymptotics for moderate deviations of the distributions of sums of independent Banach-valued random elements”, Teor. Veroyatnost. i Primenen., 48:4 (2003), 720–744; Theory Probab. Appl., 48:4 (2004), 642–663
Citation in format AMSBIB
\Bibitem{Fat03}
\by V.~R.~Fatalov
\paper Precise Laplace-type asymptotics for moderate deviations
of the distributions of sums of independent Banach-valued random
elements
\jour Teor. Veroyatnost. i Primenen.
\yr 2003
\vol 48
\issue 4
\pages 720--744
\mathnet{http://mi.mathnet.ru/tvp253}
\crossref{https://doi.org/10.4213/tvp253}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2142521}
\zmath{https://zbmath.org/?q=an:1060.60028}
\elib{https://elibrary.ru/item.asp?id=13462098}
\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 4
\pages 642--663
\crossref{https://doi.org/10.1137/S0040585X97980725}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000226305500005}
Linking options:
  • https://www.mathnet.ru/eng/tvp253
  • https://doi.org/10.4213/tvp253
  • https://www.mathnet.ru/eng/tvp/v48/i4/p720
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:474
    Full-text PDF :225
    References:80
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024