On Deviations of the Sample Mean

Cited In (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
Chernoff-type bound for finite Markov chains
Exponential estimates for the stop-loss premium
Sharp large deviation results for sums of independent random variables
Asymptotic expansions for large deviation probabilities in the strong law of large numbers
Large deviation estimates for branching random walks
Exact overflow asymptotics for queues with many Gaussian inputs
Large deviations in non-uniformly hyperbolic dynamical systems
Deterministic approximations of probability inequalities
Bahadur efficiency and probabilities of large deviations
A theorem about probabilities of large deviations with an application to queuing theory
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
An overview of the theory of large deviations and applications to statistical mechanics
Tail asymptotics of the \(\mathrm{M}/\mathrm{G}/\infty\) model
Large deviations in operator form
Refined large deviations asymptotics for Markov-modulated infinite-server systems
Large deviations for distributions of sums of random variables: Markov chain method
Large deviation asymptotics and control variates for simulating large functions
Edgeworth expansions for profiles of lattice branching random walks
Refined large deviation asymptotics for the classical occupancy problem
Finite-temperature coarse-graining of one-dimensional models: mathematical analysis and computational approaches
A Laplace approximation for sums of independent random variables
Precise large deviation asymptotics for products of random matrices
LARGE DEVIATIONS OF MULTIFRACTAL MEASURES
Approximations for the probability of ruin within finite time
Limit laws for sums of independent random products: the lattice case
Limiting distribution for the maximal standardized increment of a random walk
Characterization of invariant measures at the leading edge for competing particle systems
A unified formulation of the central limit theorem for small and large deviations from the mean
Large deviations of uniformly recurrent Markov additive processes
Large deviation properties for empirical quantile-type production functions
Conditional large deviations for density case
Sharp large deviations in nonparametric estimation
Maxima of branching random walks vs. independent random walks
Linear approximation and generalized convexity
A reversion of the Chernoff bound
Critical percolation on random regular graphs
Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
Searching for a trail of evidence in a maze
Convergence properties in certain occupancy problems including the Karlin-Rouault law
Stochastic modelling of T-cell activation
Spectral theory and limit theorems for geometrically ergodic Markov processes
A glimpse of the impact of pál erdős on probability and statistics
Minima in branching random walks
On Kolmogorov-Smirnov-type tests for symmetry
Tutorial on large deviations for the binomial distribution
Precise estimates of presence probabilities in the branching random walk
On a new law of large numbers
Normal approximation and large deviations for the Robbins-Monro Process
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
Estimation in discrete parameter models
A strong large deviation theorem
Berry-Esseen bound and precise moderate deviations for products of random matrices
Maxima of partial sums indexed by geometrical structures
Saddle point approximations to probabilities of sample mean deviations
Sharp large deviations for Gaussian quadratic forms with applications
Exact multivariate workload asymptotics
Total progeny in killed branching random walk
Asymptotic approximations for some distributions of ratios
Approximating the extreme right-hand tail probability for the distribution of the number of patterns in a sequence of multi-state trials
Large-deviation probability and the local dimension of sets
Local limit theory and large deviations for supercritical branching processes.
A Large Deviations Approach to the Geometry of Random Polytopes
Cramér type moderate deviations for random fields
Moving averages of ergodic processes
Item response theory with estimation of the latent population distribution using spline-based densities
On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
Multidimensional strong large deviation theorems
Growth rates in the branching random walk
Large deviations for estimators of unknown probabilities, with applications in risk theory
Functional limit theorems for sums of independent geometric Lévy processes
Multidimensional large deviation local limit theorems
On strong large deviation results for lightly trimmed sums and some applications
Sharp large deviations under Bernstein's condition
Large deviation probabilities for some classes of distributions satisfying the Cramér condition
Sharp large deviations for sums of bounded from above random variables
Precise asymptotics on the Birkhoff sums for dynamical systems
Higher order asymptotics for large deviations. II
The maximum entropy principle and volumetric properties of Orlicz balls
Multidimensional strong large deviation results
The convergence rate for the strong law of large numbers: General lattice distributions
Large deviations and the emergence of a logarithmic delay in a nonlocal linearised Fisher-KPP equation
Sharp large deviation for the energy of \(\alpha\)-Brownian bridge
Asymptotic expansions for first passage times
Measurement-based admission control for bufferless multiplexers
Precise large deviation estimates for branching process in random environment
Linear stochastic fluid networks: rare-event simulation and Markov modulation
Practical aspects of false alarm control for change point detection: beyond average run length
On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes
Maxima of branching random walks
Exact asymptotics of sample-mean-related rare-event probabilities
Asymptotic behavior of the \(P\)-value of the omega square statistic in the goodness-of-fit testing problem
Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences
Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams
Large-maturity regimes of the Heston forward smile
Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls

This page was built for publication: On Deviations of the Sample Mean

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3283334)