The Laplace integral and probabilities of moderate deviations in \(R^ k\) (Q1117568): Difference between revisions
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Property / cites work: Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points / rank | |||
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Property / cites work: Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points / rank | |||
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Property / cites work: Moderate deviations in special sets ofRk / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/bf01095082 / rank | |||
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Latest revision as of 08:27, 30 July 2024
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English | The Laplace integral and probabilities of moderate deviations in \(R^ k\) |
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The Laplace integral and probabilities of moderate deviations in \(R^ k\) (English)
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1987
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[For the entire collection of the original see Zbl 0626.00025.] One obtains probabilities of moderate deviations of the sums of independent, identically distributed random vectors with values in \(R^ k\), \(k\geq 2\), over a ball with center at the origin. One finds the asymptotic behavior of the Gaussian measure of the considered domain when the radius of the ball tends to infinity.
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probabilities of moderate deviations
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Gaussian measure
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