Stability of precise Laplace's method under approximations; Applications

DOI10.1051/PS:1999103MaRDI QIDQ4265263zbMATH OpenOpenAlexFDO

Authors Alice Guionnet

Publication date 10 October 1999

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/104258

zbMATH Keywords

Gibbs measurescentral limit theoremsLaplace estimates

Mathematics Subject Classification ID

Large deviations (60F10) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

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Cites work

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• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• Central limit theorem for a simple diffusion model of interacting particles
• Central limit theorem for a system of Markovian particles with mean field interactions
• Convergence of moments and related functional in the general central limit theorem in banach spaces
• Decoupling and Khintchine's inequalities for \(U\)-statistics
• Laplace approximations for sums of independent random vectors
• Limit theorems for \(U\)-processes
• Methode de laplace: etude variationnelle des fluctuations de diffusions de type
• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• On the bootstrap of \(U\) and \(V\) statistics

Cited in

(3)

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• Further analysis of stability for Lambert's method based on Euler's rule
• On stability of approximation methods for the Muskhelishvili equation

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