On Large Deviation Probabilities for Sums of Independent Random Vectors

DOI10.1137/1123059MaRDI QIDQ3894701zbMATH OpenOpenAlexFDO

Authors L. V. Osipov

Publication date 1979

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1123059

zbMATH Keywords

asymptotic behaviorlargest eigenvalue of the covariance operatorprojection methodrandom vectors in Hilbert space

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cited in

(1)

• Large deviation probabilities of sums of independent random vectors for certain classes of sets

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