Multidimensional strong large deviation theorems
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Publication:1125973
DOI10.1016/S0378-3758(96)00083-3zbMATH Open0863.60030OpenAlexW1988249276MaRDI QIDQ1125973FDOQ1125973
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
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Large deviations (60F10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
Cites Work
- On Deviations of the Sample Mean
- The Probability in the Extreme Tail of a Convolution
- Strong large deviation and local limit theorems
- Title not available (Why is that?)
- On the Probabilities of Large Deviations for Sums of Independent Random Variables
- On approximating probabilities for small and large deviations in \(R^{d1}\)
- A unified formulation of the central limit theorem for small and large deviations from the mean
- Multidimensional large deviation local limit theorems
- Multi-dimensional integral limit theorems for large deviations
Cited In (14)
- Title not available (Why is that?)
- Multidimensional strong large deviation results
- Strong large deviations for arbitrary sequences of random variables
- A large deviation approximation for multivariate density functions
- Linear stochastic fluid networks: rare-event simulation and Markov modulation
- Abelian Theorems, Limit Properties of Conjugate Distributions, and Large Deviations for Sums of Independent Random Vectors
- Exact asymptotics of sample-mean-related rare-event probabilities
- Title not available (Why is that?)
- Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
- Theorems of large deviations in the multivariate invariance principle
- A strong large deviation theorem
- Exact multivariate workload asymptotics
- Strong large deviation and local limit theorems
- Multidimensional large deviation local limit theorems
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