On Deviations of the Sample Mean
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Publication:3283334
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(only showing first 100 items - show all)- An estimate of the probabilities of deviation of the sample mean
- Large deviations principle for white noise distributions with growth condition
- Large deviation rates for Markov branching processes
- Formation of infinite loops for an interacting bosonic loop soup
- Chernoff-type bound for finite Markov chains
- Sharp large deviation results for sums of independent random variables
- A Maxwell principle for generalized Orlicz balls
- Volume properties of high-dimensional Orlicz balls
- Precise asymptotics on the Birkhoff sums for dynamical systems
- Exponential estimates for the stop-loss premium
- Asymptotic expansions for large deviation probabilities in the strong law of large numbers
- Exact overflow asymptotics for queues with many Gaussian inputs
- Large deviation estimates for branching random walks
- The maximum entropy principle and volumetric properties of Orlicz balls
- Large deviations in non-uniformly hyperbolic dynamical systems
- Deterministic approximations of probability inequalities
- A theorem about probabilities of large deviations with an application to queuing theory
- Bahadur efficiency and probabilities of large deviations
- The convergence rate for the strong law of large numbers: General lattice distributions
- Multidimensional strong large deviation results
- Higher order asymptotics for large deviations. II
- Strong large deviations for arbitrary sequences of random variables
- Context, computation, and optimal ROC performance in hierarchical models
- Sample-path large deviations in credit risk
- Large deviations in operator form
- An overview of the theory of large deviations and applications to statistical mechanics
- Large deviations and the emergence of a logarithmic delay in a nonlocal linearised Fisher-KPP equation
- Tail asymptotics of the \(\mathrm{M}/\mathrm{G}/\infty\) model
- Refined large deviations asymptotics for Markov-modulated infinite-server systems
- Asymptotic expansions for first passage times
- Sharp large deviation for the energy of \(\alpha\)-Brownian bridge
- Linear stochastic fluid networks: rare-event simulation and Markov modulation
- Practical aspects of false alarm control for change point detection: beyond average run length
- Precise large deviation estimates for branching process in random environment
- Measurement-based admission control for bufferless multiplexers
- Large deviations for distributions of sums of random variables: Markov chain method
- On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes
- Maxima of branching random walks
- Refined large deviation asymptotics for the classical occupancy problem
- Edgeworth expansions for profiles of lattice branching random walks
- Large deviation asymptotics and control variates for simulating large functions
- Asymptotic behavior of the \(P\)-value of the omega square statistic in the goodness-of-fit testing problem
- Exact asymptotics of sample-mean-related rare-event probabilities
- A Laplace approximation for sums of independent random variables
- Finite-temperature coarse-graining of one-dimensional models: mathematical analysis and computational approaches
- Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences
- Precise large deviation asymptotics for products of random matrices
- Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
- LARGE DEVIATIONS OF MULTIFRACTAL MEASURES
- Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls
- Limit laws for sums of independent random products: the lattice case
- Large-maturity regimes of the Heston forward smile
- Limiting distribution for the maximal standardized increment of a random walk
- Approximations for the probability of ruin within finite time
- An estimate of deviation probabilities of the sample mean of variables with -semimixing
- Characterization of invariant measures at the leading edge for competing particle systems
- Threshold for the volume spanned by random points with independent coordinates
- The method of cumulants for the normal approximation
- Asymptotics of the rate function in the large deviation principle for sums of independent identically distributed random variables
- Large deviations of uniformly recurrent Markov additive processes
- A unified formulation of the central limit theorem for small and large deviations from the mean
- Problems of ruin and survival in economics: applications of limit theorems in probability
- Conditional large deviations for density case
- Large deviation expansions for the coefficients of random walks on the general linear group
- Large deviation properties for empirical quantile-type production functions
- Flow in networks with random capacities
- Sharp large deviations in nonparametric estimation
- Refined behaviour of a conditioned random walk in the large deviations regime
- An asymptotic thin shell condition and large deviations for random multidimensional projections
- Some new properties of the Bechhofer-Kiefer-Sobel stopping rule
- Maxima of branching random walks vs. independent random walks
- Linear approximation and generalized convexity
- Geometric sharp large deviations for random projections of \(\ell_p^n\) spheres and balls
- A reversion of the Chernoff bound
- Critical percolation on random regular graphs
- A second order approximation for the inverse of the distribution function of the sample mean.
- Searching for a trail of evidence in a maze
- Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
- A simple derivation of the refined sphere packing bound under certain symmetry hypotheses
- Convergence properties in certain occupancy problems including the Karlin-Rouault law
- Large deviation local limit theorems and limits of biconditioned planar maps
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Classical and almost sure local limit theorems
- Sharp moderate and large deviations for sample quantiles
- Stochastic modelling of T-cell activation
- A note on the asymptotic efficiency of the Sobel-Wald test
- On Kolmogorov-Smirnov-type tests for symmetry
- Minima in branching random walks
- A glimpse of the impact of pál erdős on probability and statistics
- Moments of the count of a regular expression in a heterogeneous random sequence
- Tutorial on large deviations for the binomial distribution
- Precise estimates of presence probabilities in the branching random walk
- The time until the final zero crossing of random sums with application to nonparametric bandit theory
- On a new law of large numbers
- The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
- The Cramér condition for the Curie-Weiss model of SOC
- Quantum state discrimination bounds for finite sample size
- Cramér's theorem in Banach spaces revisited
- Normal approximation and large deviations for the Robbins-Monro Process
- Large deviation probabilities in the strong law of large numbers
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