Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
From MaRDI portal
(Redirected from Publication:1189608)
Recommendations
- On Moderate Deviations of Sums ofm-Dependent Random Vectors
- Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
- scientific article; zbMATH DE number 4030585
- On probabilities of moderate deviations of sums for independent random variables
- scientific article; zbMATH DE number 1536163
- scientific article; zbMATH DE number 4213125
- scientific article; zbMATH DE number 2213822
Cited in
(49)- Moderate deviations and functional limits for random processes with stationary and independent increments
- Moderate and large deviations for \(U\)-processes
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Moderate deviations for Poisson-Dirichlet distribution
- Moderate deviations for particle filtering
- Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Moderate Deviations for I.I.D. Random Variables
- Matchings and the variance of Lipschitz functions
- Bounds on regeneration times and limit theorems for subgeometric Markov chains
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
- Moderate deviation principles for importance sampling estimators of risk measures
- Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
- Moderate deviations for a stochastic wave equation in dimension three
- MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
- Concentration inequalities, large and moderate deviations for self-normalized empirical processes
- Large deviations of combinatorial distributions. II: Local limit theorems
- Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
- Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise
- Moderate deviations for martingales and mixing random processes
- Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
- Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
- The asymptotic distributions of the largest entries of sample correlation matrices.
- Probabilities of moderate deviations in the multidimensional case
- Asymptotics of stochastic 2D hydrodynamical type systems in unbounded domains
- Moderate deviation probabilities for open convex sets: nonlogarithmic behavior.
- Moderate deviations for \(m\)-dependent random variables with Banach space values
- Precise Laplace-Type Asymptotics for Moderate Deviations of the Distributions of Sums of Independent Banach-Valued Random Elements
- Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
- Asymptotic results for compound sums in separable Banach spaces
- Moderate deviations for randomly perturbed dynamical systems
- Moderate deviations in special sets ofRk
- Large and moderate deviations of empirical processes with nonstandard rates
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- Delta method in large deviations and moderate deviations for estimators
- Moderate deviations for a stochastic heat equation with spatially correlated noise
- Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction
- Moderate deviation principle for multivalued stochastic differential equations
- scientific article; zbMATH DE number 1536163 (Why is no real title available?)
- Lindeberg's method for moderate deviations and random summation
- Moderate deviations for stochastic models of two-dimensional second grade fluids
- Moderate Deviations and Invariance Principles for Sample Average Approximations
- Moderate deviations for estimators under exponentially stochastic differentiability conditions
- Moderate deviation principles for stochastic differential equations with jumps
- Moderate deviations of random sets and random upper semicontinuous functions
- Moderate deviation principle for \(m\)-dependent random variables
- Large deviations and moderate deviations for the chi-square test in type II error
This page was built for publication: Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1189608)