scientific article
From MaRDI portal
Publication:3993391
zbMath0714.60018MaRDI QIDQ3993391
Leonas Saulis, V. A. Statulevičius
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
large deviationmultiple stochastic integralsintegral limit theoremmethod of cumulants in limit theoremsquadratic forms of independent variablesratio of large deviations
Central limit and other weak theorems (60F05) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (12)
Large deviations for martingales via Cramér's method ⋮ Asymptotically efficient importance sampling for bootstrap ⋮ Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough ⋮ On probabilities of small deviations for stochastic processes ⋮ Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants ⋮ On a relation of the growth rate between moments and semi-invariants of a higher order ⋮ Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations ⋮ Large deviation principle for moderate deviation probabilities of bootstrap empirical measures ⋮ Large deviation results for a U-statistical sum with product kernel ⋮ Lindeberg's method for moderate deviations and random summation ⋮ Large-deviation theorems for sums of random variables connected in a Markov chain. I ⋮ Limit theorem for large deviations probabilities of certain forms
This page was built for publication:
