On large deviations

DOI10.1007/BF00537136zbMath0158.36207MaRDI QIDQ5541666

V. A. Statulevičius

Publication date: 1966

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items (51)

Speed of convergence of the least-squares estimator in autoregressive models ⋮ On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions ⋮ Berry-Esseen bounds and Cramér-type large deviations for the volume distribution of Poisson cylinder processes ⋮ Large deviations for additive functionals of \(d\)-dependent random fields. II ⋮ The modified moment method for multiply censored samples ⋮ The central limit theorem in the space \(D[0,1\). II] ⋮ A simple proof of the Bieberbach conjecture ⋮ Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle ⋮ On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications. ⋮ Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants ⋮ Probabilities of large deviations for random fields ⋮ Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound ⋮ General lemmas on large deviations for a random vector with regular behavior of cumulants. I ⋮ General theorems on large deviations for random vectors ⋮ A general lemma on probabilities of large deviations ⋮ A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey ⋮ Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations ⋮ Large deviations for sums of independent weighted random variables ⋮ Large-deviation theorems for sums of dependent random variables. I ⋮ Estimation of cumulants and large deviations for certain nonlinear transformations of a stationary Gaussian process ⋮ Limit theorems for weakly dependent random variables ⋮ General lemmas on large deviations for a random vector with regular behavior of semiinvariants. III ⋮ Some properties of multiple Ito integrals ⋮ Mod-ϕ Convergence, II: Estimates on the Speed of Convergence ⋮ Theorems on large deviations for randomly indexed sum of weighted random variables ⋮ Large deviations for sums indexed by the generations of a Galton-Watson process ⋮ Some issues of summation in the Ising scheme ⋮ Large deviations of sums of independent random variables ⋮ CLT-related large deviation bounds based on Stein's method ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4140066 Asymptotische Entwicklungen f�r Wahrscheinlichkeiten gro�er Abweichungen] ⋮ Large deviations of the empirical volume fraction for stationary Poisson grain models ⋮ The discounted limit theorems ⋮ Probabilities of large deviations of random vectors ⋮ Large deviations in weighted sums of random variables ⋮ Large deviations in the local theorem for sums of stochastic variables forming a Markov chain ⋮ An almost-Markov-type mixing condition and large deviations for Boolean models on the line ⋮ Large deviations for the spectral estimate of a stationary Gaussian sequence ⋮ Estimates for partial sums of the exponential series ⋮ A lemma of Statulevicius ⋮ Cramér type moderate deviations for random fields ⋮ Large deviations for integer centered Poisson approximation ⋮ Large-deviation theorems for sums of random variables connected in a Markov chain. I ⋮ On a centered Poisson approximation ⋮ On strong estimates of mixed semiinvariants of random processes ⋮ Asymptotic expansions for probability distributions ⋮ A lemma on large deviations of arithmetic functions ⋮ Large deviations for random vectors for certain classes of sets. I ⋮ Large deviations for random vectors for certain classes of sets. II ⋮ Probabilities of large deviations in a certain scheme of summation of dependent random variables ⋮ A method for the derivation of limit theorems for sums of m-dependent random variables ⋮ Large deviations for additive functionals of \(d\)-dependent random fields. I

Cites Work

• On the Closeness of the Distributions of Two Sums of Independent Random Variables
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