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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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp253https://doi.org/10.4213/tvp253 https://www.mathnet.ru/eng/tvp/v48/i4/p720
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Abstract page: | 481 | Full-text PDF : | 228 | References: | 83 |
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