On the Probabilities of Large Deviations for Sums of Independent Random Variables
From MaRDI portal
Cited in
(75)- On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
- Random cones in high dimensions. I: Donoho-Tanner and Cover-Efron cones.
- Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
- Disorder and critical phenomena: the \(\alpha =0\) copolymer model
- Scan statistics of Lévy noises and marked empirical processes
- Large deviation estimates for branching random walks
- The maximum entropy principle and volumetric properties of Orlicz balls
- Bahadur efficiency and probabilities of large deviations
- Convolution powers of unbounded measures on the positive half-line
- Large deviations in operator form
- Precise upper deviation estimates for the maximum of a branching random walk
- Some bounds for the distribution of sums of weakly independent random variables
- Large deviations and the emergence of a logarithmic delay in a nonlocal linearised Fisher-KPP equation
- Digital search trees and chaos game representation
- Precise large deviations for the first passage time of a random walk with negative drift
- Precise large deviation estimates for branching process in random environment
- General stochastic separation theorems with optimal bounds
- Edgeworth expansions for profiles of lattice branching random walks
- Spectral flatness and the volume of intersections of \(p\)-ellipsoids
- Precise large deviation asymptotics for products of random matrices
- Large deviations of branching processes with immigration in random environment
- Affine stochastic equation with triangular matrices
- Further refinement of self-normalized Cramér-type moderate deviations
- Directional counting for regular languages
- On asymptotics of the maximal gain without losses.
- Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls
- Limit laws for sums of independent random products: the lattice case
- Asymptotic local probabilities of large deviations for branching process in random environment with geometric distribution of descendants
- Limiting distribution for the maximal standardized increment of a random walk
- Asymptotics of the rate function in the large deviation principle for sums of independent identically distributed random variables
- scientific article; zbMATH DE number 3944947 (Why is no real title available?)
- A unified formulation of the central limit theorem for small and large deviations from the mean
- Large deviation expansions for the coefficients of random walks on the general linear group
- Refined behaviour of a conditioned random walk in the large deviations regime
- Tails of bivariate stochastic recurrence equation with triangular matrices
- Linear approximation and generalized convexity
- Superlarge deviation probabilities for sums of independent random variables with exponentially decreasing tails. II
- Self-normalized moderate deviations for independent random variables
- Sharp concentration phenomena in high-dimensional Orlicz balls
- On the asymptotic distribution of the discrete scan statistic
- On the longest run of coincidences
- Local limit theorem for the number of empty cells in a scheme of random equiprobable allocations
- Pointwise estimates for first passage times of perpetuity sequences
- Large deviation local limit theorems and limits of biconditioned planar maps
- Classical and almost sure local limit theorems
- Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
- A fully polynomial-time approximation scheme for approximating a sum of random variables
- Self-normalized Cramér-type large deviations for independent random variables.
- Cramér type moderate deviation theorems for self-normalized processes
- Self-normalized Cramér-type moderate deviations for functionals of Markov chain
- Cyclic behavior of the maximum of sums of independent variables
- On sample-path moderate deviation principles for random walks
- On the asymptotic behaviour of first passage times for transient random walk
- Asymptotic behavior of large deviation probabilities for a simple oscillating random walk
- Last exit times for random walks
- Cramér's theorem in Banach spaces revisited
- Special cases of second order Wiener germ approximations
- On Large Deviations of Sums of Independent Random Variables
- Nonparametric signal detection with small values of type I and type II error probabilities
- Berry-Esseen bound and precise moderate deviations for products of random matrices
- Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
- Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails
- Total progeny in killed branching random walk
- Large-deviation probability and the local dimension of sets
- Asymptotics for the first passage times of Lévy processes and random walks
- Asymptotical local probabilities of lower deviations for branching process in random environment with geometric distributions of descendants
- On the exact asymptotics of the busy period in GI/G/1 queues
- Cramér type moderate deviations for random fields
- Conditioned limit theorems for random walks with negative drift
- Multidimensional strong large deviation theorems
- Max-stable processes and stationary systems of Lévy particles
- Functional limit theorems for sums of independent geometric Lévy processes
- Large deviations by Poisson approximations
- Large deviation probabilities for some classes of distributions satisfying the Cramér condition
- Self-normalized large deviations
This page was built for publication: On the Probabilities of Large Deviations for Sums of Independent Random Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5644838)