scientific article; zbMATH DE number 558238
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Publication:4289674
\(U\)-statisticsmethod of cumulantsmixing sequences of random variablesmultinomial formsmultiple stochastic integralsmultiple Wiener and Poisson integralsspectral densitysurvey of large deviations theorems
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Inequalities; stochastic orderings (60E15) Large deviations (60F10) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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(78)- Limit theorem for large deviations probabilities of certain forms
- Large deviations for additive functionals of d-dependent random fields. I
- Large deviations for integer centered Poisson approximation
- Theorems of large deviations for sums of random variables connected in a Markov chain. II
- Large-deviation theorems for sums of random variables connected in a Markov chain. I
- On a centered Poisson approximation
- Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically
- Gaussian polytopes: a cumulant-based approach
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
- Consistency of large dimensional sample covariance matrix under weak dependence
- Central limit theorem for exponentially quasi-local statistics of spin models on Cayley graphs
- Locally adaptive fitting of semiparametric models to nonstationary time series.
- Limit theorems for some polynomial statistics of the Poisson process
- Large deviations for martingales with some applications
- Large deviations for additive functionals of \(d\)-dependent random fields. II
- The modified moment method for multiply censored samples
- The central limit theorem in the space \(D[0,1]\). II
- A simple proof of the Bieberbach conjecture
- Asymptotic expansion of the distribution function of a random variable with regular behavior of cumulants
- Asymptotic expansions in the approximation by the Poisson law
- Theorems of large deviations in the approximation by an infinitely divisible law
- Concentration inequalities for functionals of Poisson cylinder processes
- A. de Moivre theorem revisited
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- Large deviations and Wschebor's theorems
- Empirical spectral processes for stationary state space models
- Projection-based high-dimensional sign test
- The method of cumulants for the normal approximation
- Nonconventional moderate deviations theorems and exponential concentration inequalities
- Moderate deviations for stabilizing functionals in geometric probability
- Moderate deviations for quadratic forms in Gaussian stationary processes
- Deviation inequalities for martingales with applications
- Asymptotic behavior for log-determinants of several non-Hermitian random matrices
- General theorems on large deviations for random vectors
- A quantitative version of the theorem on Khintchine's constant
- The discounted limit theorems
- From risk sharing to pure premium for a large number of heterogeneous losses
- Limit theorems for random excursions
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- Higher order asymptotics for large deviations. I
- On large deviations for random sums of the squares of weighted Gaussian random variables
- On large deviations for sums of discrete m-dependent random variables
- Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
- Limit theorems for some skew products with mixing base maps
- Trimmed estimators for large dimensional sparse covariance matrices
- Cramér type moderate deviations for trimmed \(L\)-statistics
- CLT-related large deviation bounds based on Stein's method
- Variable screening in multivariate linear regression with high-dimensional covariates
- On the large deviation principle for the almost sure CLT.
- Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem
- A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains
- ON RANDOM CONVEX CHAINS, ORTHOGONAL POLYNOMIALS, PF SEQUENCES AND PROBABILISTIC LIMIT THEOREMS
- Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
- From \(p\)-Wasserstein bounds to moderate deviations
- Central limit theorems for high dimensional dependent data
- Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences
- Theorems on large deviations for randomly indexed sum of weighted random variables
- Self-normalized Cramér type moderate deviations for martingales and applications
- Sharp large deviations for sums of bounded from above random variables
- Precise deviations for branches of the random binary tree in the Horton-Strahler analysis
- Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences
- Berry-Esseen bounds and Cramér-type large deviations for the volume distribution of Poisson cylinder processes
- Uniform bound for asymptotic normality of discounted \(m\)-dependent random variables using Heinrich's method
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
- On Greenwood goodness-of-fit test
- An almost-Markov-type mixing condition and large deviations for Boolean models on the line
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