Multidimensional strong large deviation theorems

DOI10.1016/S0378-3758(96)00083-3MaRDI QIDQ1125973zbMATH OpenOpenAlexFDO

Authors Jayaram Sethuraman, N. Rao Chaganty

Publication date 8 December 1996

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(96)00083-3

zbMATH Keywords

large deviationslimit theorems

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3226598 (Why is no real title available?)
• A unified formulation of the central limit theorem for small and large deviations from the mean
• Multi-dimensional integral limit theorems for large deviations
• Multidimensional large deviation local limit theorems
• On Deviations of the Sample Mean
• On approximating probabilities for small and large deviations in \(R^{d1}\)
• On the Probabilities of Large Deviations for Sums of Independent Random Variables
• Strong large deviation and local limit theorems
• The Probability in the Extreme Tail of a Convolution

Cited in

(14)

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• Exact asymptotics of sample-mean-related rare-event probabilities
• Theorems of large deviations in the multivariate invariance principle
• Abelian Theorems, Limit Properties of Conjugate Distributions, and Large Deviations for Sums of Independent Random Vectors
• A strong large deviation theorem
• Multidimensional large deviation local limit theorems
• scientific article; zbMATH DE number 2104320 (Why is no real title available?)
• A large deviation approximation for multivariate density functions
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• Exact multivariate workload asymptotics
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• Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
• Linear stochastic fluid networks: rare-event simulation and Markov modulation
• Strong large deviations for arbitrary sequences of random variables

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