Probabilities of Large Deviations for Random Vectors

DOI10.1137/1136058zbMATH Open0776.60039OpenAlexW4234362448MaRDI QIDQ3135020FDOQ3135020

Authors: Leonas Saulis 

Publication date: 22 September 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136058

zbMATH Keywords

large deviationssemi-invariant method

Mathematics Subject Classification ID

Large deviations (60F10)

Cited In (6)

• Probabilities of large deviations for Gaussian vector processes
• Large deviations for vector-valued Lévy processes
• Estimation of autocovariance matrices for infinite dimensional vector linear process
• Mixing Properties and Central Limit Theorem for a Class of Non-Identical Piecewise Monotonic C ² - Transformations
• Some limit theorems of survival function estimator for \(m\)-dependent processes
• Large deviations for sums of independent non identically distributed random variables

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