Theorems of large deviations in the multivariate invariance principle

DOI10.1016/0047-259X(92)90071-MzbMATH Open0753.60027MaRDI QIDQ1192004FDOQ1192004

Authors: Vidmantas Bentkus 

Publication date: 27 September 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Recommendations

• Publication:4729094
• Large Deviations and Statistical Invariance Principle
• Multidimensional limit theorems allowing large deviations for densities of regular variation
• Multidimensional strong large deviation theorems
• scientific article; zbMATH DE number 4124696

zbMATH Keywords

invariance principlelarge deviation probabilitiesestimates of the remainder termmultivariate invariance principle

Mathematics Subject Classification ID

Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• An approximation of partial sums of independent RV's, and the sample DF. II
• Title not available (Why is that?)
• Potential theory on Hilbert space
• On the Probabilities of Large Deviations for the Maximum of Sums of Independent Random Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Estimates of the Rate of Convergence in the Invariance Principle for Banach Spaces
• On Edgeworth expansions in Banach spaces
• Title not available (Why is that?)
• Distribution of the norm of a multidimensional Wiener process
• Uniform convexity and the distribution of the norm for a Gaussian measure
• Title not available (Why is that?)
• Estimates of the rate of approximation of independent random variables in a Banach space. I
• Analyticity of Gaussian Measures
• Boundary-value problems, the invariance principle, and large deviations
• Rate of convergence in the invariance principle in Banach spaces
• Convergence rates of moments and related functionals in the invariance principle in Banach spaces
• On probabilities of large deviations in Banach spaces
• Title not available (Why is that?)

Cited In (2)

• A limit theorem for sums of independent random elements in a Banach space
• Title not available (Why is that?)

This page was built for publication: Theorems of large deviations in the multivariate invariance principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1192004)