Laplace approximations for sums of independent random vectors

DOI10.1007/BF00699109zbMath0572.60007OpenAlexW2005674883MaRDI QIDQ5902833

Erwin Bolthausen

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00699109

zbMATH Keywords

Banach spaceasymptotic evaluationLaplace approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites Work

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• Gaussian measures in Banach spaces
• I-divergence geometry of probability distributions and minimization problems
• Exponential inequalities for sums of random vectors
• Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points
• A Laplace approximation for sums of independent random variables
• Gaussian radon measures on locally convex spaces.
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Convergence of moments and related functional in the general central limit theorem in banach spaces
• Asymptotic probabilities and differential equations
• Some Asymptotic Formulas for Wiener Integrals
• Gaussian Processes and Hammerstein Integral Equations

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