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)
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Publication:1189608
zbMATH Open0751.60009MaRDI QIDQ1189608FDOQ1189608
Authors: Michel Ledoux 
Publication date: 27 September 1992
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1992__28_2_267_0
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Large deviations (60F10) Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
- Moderate deviations for Poisson-Dirichlet distribution
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- Precise Laplace-Type Asymptotics for Moderate Deviations of the Distributions of Sums of Independent Banach-Valued Random Elements
- Moderate deviations for \(m\)-dependent random variables with Banach space values
- The asymptotic distributions of the largest entries of sample correlation matrices.
- Delta method in large deviations and moderate deviations for estimators
- Moderate Deviations for I.I.D. Random Variables
- Bounds on regeneration times and limit theorems for subgeometric Markov chains
- Moderate deviation principles for stochastic differential equations with jumps
- Lindeberg's method for moderate deviations and random summation
- Large deviations and moderate deviations for the chi-square test in type II error
- Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction
- Concentration inequalities, large and moderate deviations for self-normalized empirical processes
- Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
- Moderate deviations for a stochastic wave equation in dimension three
- Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
- Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
- Moderate deviations in special sets ofRk
- Moderate deviations of random sets and random upper semicontinuous functions
- Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
- Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
- Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
- Moderate deviations and functional limits for random processes with stationary and independent increments
- MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
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- Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
- Moderate deviations for martingales and mixing random processes
- Moderate deviations for stochastic models of two-dimensional second grade fluids
- Moderate deviation principle for \(m\)-dependent random variables
- Large deviations of combinatorial distributions. II: Local limit theorems
- Large and moderate deviations of empirical processes with nonstandard rates
- Moderate and large deviations for \(U\)-processes
- Moderate deviations for particle filtering
- Moderate deviations for a stochastic heat equation with spatially correlated noise
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- Matchings and the variance of Lipschitz functions
- Moderate deviation principles for importance sampling estimators of risk measures
- Asymptotics of stochastic 2D hydrodynamical type systems in unbounded domains
- Moderate deviation probabilities for open convex sets: nonlogarithmic behavior.
- Moderate deviations for estimators under exponentially stochastic differentiability conditions
- Probabilities of moderate deviations in the multidimensional case
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Moderate Deviations and Invariance Principles for Sample Average Approximations
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