Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
From MaRDI portal
Publication:4806470
DOI10.1090/S0002-9947-01-02893-8zbMath1049.60023MaRDI QIDQ4806470
Publication date: 14 May 2003
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Banach space; central limit theorem; rate function; law of iterated logarithm; moderate deviation principle
60G50: Sums of independent random variables; random walks
60F10: Large deviations
60F17: Functional limit theorems; invariance principles
Related Items
Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes, Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some results on the LIL in Banach space with applications to weighted empirical processes
- 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 for empirical measures of Markov chains: Upper bounds
- Large deviations for trajectories of sums of independent random variables
- Large deviations for vector-valued Lévy processes
- Moderate deviations for empirical measures of Markov chains: Lower bounds
- Uniform large and moderate deviations for functional empirical processes
- Large deviations: From empirical mean and measure to partial sums process
- Upper bounds for large deviations of dependent random vectors
- Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
- The Large Deviation Principle for Stochastic Processes. Part I
- Asymptotic probabilities and differential equations
- Large deviations for processes with independent increments
- Laplace approximations for sums of independent random vectors