Precise Laplace-Type Asymptotics for Moderate Deviations of the Distributions of Sums of Independent Banach-Valued Random Elements

DOI10.1137/S0040585X97980725MaRDI QIDQ4830883zbMATH OpenOpenAlexFDO

Authors V. R. Fatalov

Publication date 16 December 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97980725

zbMATH Keywords

sums of independent random elementsLaplace method in Banach spacesprobabilities of moderate deviations of statistics of the form \(\omega^p_n\)

Mathematics Subject Classification ID

Large deviations (60F10) Probability theory on algebraic and topological structures (60B99) Probabilistic methods in Banach space theory (46B09)

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Cited in

(8)

• Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
• Large deviations for distributions of sums of random variables: Markov chain method
• Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
• Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
• Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
• The Laplace method for computing exact asymptotics of distributions of integral statistics.
• scientific article; zbMATH DE number 1536163 (Why is no real title available?)
• Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables

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