Moderate Deviations for I.I.D. Random Variables
From MaRDI portal
Publication:4405591
DOI10.1051/PS:2003005zbMATH Open1019.60021OpenAlexW2103957059MaRDI QIDQ4405591FDOQ4405591
Authors: Peter Eichelsbacher, M. Löwe 
Publication date: 23 June 2003
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2003__7__209_0
Recommendations
- scientific article; zbMATH DE number 800076
- The moderate deviation principle for self-normalized sums of sums of i.i.d. random variables
- scientific article; zbMATH DE number 1774247
- Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
- Moderate deviation principle for \(m\)-dependent random variables
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Moderate deviations for the volume of the Wiener sausage
- Moderate deviations for longest increasing subsequences: The upper tail
- Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
- Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
- Rank-dependent moderate deviations of \(U\)-empirical measures in strong topologies
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions
Cited In (38)
- A supplement to the laws of large numbers and the large deviations
- Deviations of a random walk in a random scenery with stretched exponential tails
- Title not available (Why is that?)
- The maximum of a branching random walk with stretched exponential tails
- Lindeberg's method for moderate deviations and random summation
- On probabilities of moderate deviations of empirical measures for contiguous distributions
- Some examples of noncentral moderate deviations for sequences of real random variables
- Characteristic polynomials of modified permutation matrices at microscopic scale
- Title not available (Why is that?)
- Title not available (Why is that?)
- A moderate deviation for associated random variables
- Moderate deviations via cumulants
- Limit theorems for mixed-norm sequence spaces with applications to volume distribution
- Title not available (Why is that?)
- Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
- Moderate deviation principle for maximum-likelihood estimator
- Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions
- Sample path moderate deviations for shot noise processes in the high intensity regime
- Moderate deviations for the mildly stationary autoregressive model with dependent errors
- A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
- MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
- Moderate deviation principle for \(m\)-dependent random variables
- Competing frogs on \({\mathbb Z}^d\)
- Asymptotic results for sums and extremes
- Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations
- Moderate deviations of dependent random variables related to CLT
- Moderate deviations on different scales: no relations
- Integrative methods for post-selection inference under convex constraints
- A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk
- Moderate deviation principles for sums of i.i.d. random compact sets.
- Moderate deviations on Poisson chaos
- Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
- Tree builder random walk: recurrence, transience and ballisticity
- Moderate deviations of functional of Markov Processes
- Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation
- Moderate deviations for random field Curie-Weiss models
- Capacity bounds for the CDMA system and a neural network: a moderate deviations approach
- Large deviations at the transition for sums of Weibull-like random variables
This page was built for publication: Moderate Deviations for I.I.D. Random Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4405591)
