Sharp asymptotics of large deviations in R^ d

DOI10.1007/BF02218041zbMATH Open0831.60042MaRDI QIDQ1900160FDOQ1900160

Authors: Michael Iltis 

Publication date: 20 February 1996

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Recommendations

• On Sharp Large Deviations for Sums of Random Vectors and Multidimensional Laplace Approximation
• Lower Bounds for Large Deviations in R^d, d > 1
• On the upper bound for large deviations of sums of I.I.D. random vectors
• Large-deviation probability and the local dimension of sets

zbMATH Keywords

asymptotic expansionlarge deviation rate function

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Convex Analysis
• Fourier transforms of surface-carried measures and differentiability of surface averages
• Title not available (Why is that?)
• Normal approximation and asymptotic expansions.
• Convex hypersurfaces and Fourier transforms
• Metric entropy and the small ball problem for Gaussian measures
• Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points
• Dominating points and the asymptotics of large deviations for random walk on \(R^ r\).
• Title not available (Why is that?)
• Title not available (Why is that?)
• Laplace approximations for sums of independent random vectors
• On the Fourier Transform of the Indicator Function of a Planar Set
• A Lattice-Point Problem
• Estimates for the Fourier transform of the characteristic function of a convex set
• Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima
• On the Number of Lattice Points in a Convex Set
• Convexity and large deviations
• Multidimensional large deviation local limit theorems
• Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\)
• Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points
• Some Approximations to the Binomial Distribution Function

Cited In (13)

• Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
• Extreme event quantification in dynamical systems with random components
• Multidimensional strong large deviation results
• On the large deviations rate function for symmetric simple random walk in dimension \(d \in \mathbb{Z}_+\)
• Exact asymptotics of sample-mean-related rare-event probabilities
• Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences
• Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\)
• On Sharp Large Deviations for Sums of Random Vectors and Multidimensional Laplace Approximation
• Title not available (Why is that?)
• On sums of monotone random integer variables
• Estimation in discrete parameter models
• Exact multivariate workload asymptotics
• Large-deviation probability and the local dimension of sets

This page was built for publication: Sharp asymptotics of large deviations in \(\mathbb{R}^ d\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1900160)