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

DOI10.1137/S0040585X97980725zbMATH Open1060.60028OpenAlexW2032287299MaRDI QIDQ4830883FDOQ4830883

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

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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)

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.
• Title not available (Why is that?)
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