Dominating points and large deviations for random vectors

DOI10.1007/BF01191912zbMath0853.60031MaRDI QIDQ1922099

Uwe Einmahl, James Kuelbs

Publication date: 11 March 1999

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

zbMATH Keywords

Laplace transformlarge deviation probabilities

Mathematics Subject Classification ID

Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (7)

Large deviation probabilities and dominating points for open convex sets: Nonlogarithmic behavior ⋮ Moderate deviation probabilities for open convex sets: nonlogarithmic behavior. ⋮ Queueing systems fed by many exponential on-off sources: an infinite-intersection approach ⋮ Another view of the CLT in Banach spaces ⋮ Rates of convergence for the Nummelin conditional weak law of large numbers. ⋮ Entropic Projections and Dominating Points ⋮ Extreme Event Quantification in Dynamical Systems with Random Components

Cites Work

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• On the probability of large deviations in Banach spaces
• Convexity and large deviations
• Stability results and strong invariance principles for partial sums of Banach space valued random variables
• Dominating points and the asymptotics of large deviations for random walk on \(R^ r\).
• Dominant measures and Sanov's theorem
• I-divergence geometry of probability distributions and minimization problems
• Toward a general law of the iterated logarithm in Banach space
• A Berry-Esseen bound for symmetric statistics
• Upper bounds for large deviations of dependent random vectors
• Asymptotic evaluation of certain Markov process expectations for large time—III

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