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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
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  • 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
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