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
Publication:1189608
zbMath0751.60009MaRDI QIDQ1189608
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
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items
Concentration inequalities, large and moderate deviations for self-normalized empirical processes, Large and moderate deviations of empirical processes with nonstandard rates, Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction, Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises, Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging., Moderate deviation probabilities for open convex sets: nonlogarithmic behavior., The asymptotic distributions of the largest entries of sample correlation matrices., Moderate deviations for a stochastic wave equation in dimension three, Moderate deviation principles for trajectories of sums of independent Banach space valued random variables, Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources, A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises, MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS, Moderate deviations and functional limits for random processes with stationary and independent increments, Moderate deviations for \(m\)-dependent random variables with Banach space values, Moderate deviations for martingales and mixing random processes, Asymptotics of stochastic 2D hydrodynamical type systems in unbounded domains, Moderate Deviations and Invariance Principles for Sample Average Approximations, Moderate deviation principle for multivalued stochastic differential equations, Moderate deviations for estimators under exponentially stochastic differentiability conditions, Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices, Moderate deviations for a stochastic heat equation with spatially correlated noise, Lindeberg's method for moderate deviations and random summation, Moderate deviations for stochastic models of two-dimensional second grade fluids, Moderate deviations for stationary sequences of Hilbert-valued bounded random variables, Moderate deviations for Poisson-Dirichlet distribution, Moderate deviation principle for \(m\)-dependent random variables, Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise, Delta method in large deviations and moderate deviations for estimators, Moderate Deviations for I.I.D. Random Variables, Moderate deviations for particle filtering, A moderate deviation principle for 2-D stochastic Navier-Stokes equations, Moderate deviation principles for importance sampling estimators of risk measures, Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices, Moderate deviation principles for stochastic differential equations with jumps, Bounds on regeneration times and limit theorems for subgeometric Markov chains, Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise, Moderate and large deviations for \(U\)-processes, Large deviations and moderate deviations for the chi-square test in type II error, Large deviations of combinatorial distributions. II: Local limit theorems, Matchings and the variance of Lipschitz functions, Moderate deviations for randomly perturbed dynamical systems, Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
