On the upper bound in the large deviation principle for sums of random vectors

DOI10.3103/S1055134414020047zbMATH Open1340.60025OpenAlexW2017409133MaRDI QIDQ2945809FDOQ2945809

Anatoli Mogulskii

Publication date: 14 September 2015

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134414020047

zbMATH Keywords

large deviation principleCramer's conditiondeviation functionupper bound in the large deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cited In (2)

• Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case
• On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cramér Zone. II

Recommendations

• Upper bounds for large deviations of dependent random vectors 👍 👎
• An inequality for large deviation probabilities of sums of bounded i. i. d. random variables 👍 👎
• On the upper bound for large deviations of sums of I.I.D. random vectors 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: On the upper bound in the large deviation principle for sums of random vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2945809)