Some Limit Theorems for Large Deviations

Cited In (74)

Probability inequalities for sums of WUOD random variables and their applications
On nonuniform Gaussian approximation for random summation
Semiexponential distributions and related large deviation principles for trajectories of random walks
On the accuracy of nonuniform Gaussian approximation to the distribution functions of sums of independent and identically distributed random variables
Skewness-kurtosis adjusted confidence estimators and significance tests
A note on the rate of convergence in the strong law of large numbers for martingales
Strong approximation of the number of renewal paced record times
Ergodic properties of the stepping stone model
An estimate of the remainder of a limit theorem
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition
Optimal clustering on the real line
A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey
Probabilistic analysis of the single particle Wigner Monte-Carlo method
Asymptotic analysis of the queueing system G/G/1/\( \infty\) with group servicing
A moderate deviation for associated random variables
Non-uniform Berry-Esseen bounds for martingales with applications to statistical estimation
On probabilities of small deviations for stochastic processes
The method of cumulants for the normal approximation
An asymptotically complete class of tests
A general Hsu-Robbins-Erdős type estimate of tail probabilities of sums of independent identically distributed random variables
A martingale inequality and large deviations.
Strong Gaussian approximation for cumulative processes
Large deviations for martingales.
Maxima of branching random walks vs. independent random walks
Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Local limit theorems for the probability of large deviations for the maximum of sums of independent random variables
An expansion for the maximum likelihood estimator of location and its distribution function
Precise large deviations for dependent subexponential variables
On Cramer approximations under violation of Cramer's condition
Baum-Katz-Nagaev type results for martingales
Normal approximation under local dependence.
Brownian approximations to first passage probabilities
Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options
A note on the Davis-Gut law
Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences
A general lemma on probabilities of large deviations
On the Bennett-Hoeffding inequality
Limit laws for \(K\)-record times
Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Third-order optimum properties of estimator-sequences
On the asymptotic defect of some Bayesian criteria
Local limit theorems for large deviations
Structural improvements of nonuniform convergence rate estimates in the central limit theorem with applications to Poisson random sums
On the probabilities of moderate deviations for combinatorial sums
Large deviations for \(U\)-statistics
On probabilities of moderate deviations of sums for independent random variables
Asymptotic property for some series of probability
A problem of A. N. Kolmogorov from the theory of the summation of independent random variables
Homogeneous models and generic extensions
Credit risk propagation in structural-form models
Cramér type moderate deviations for random fields
Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
On the constant in the nonuniform version of the Berry-Ess�en theorem
Conditioned limit theorems for random walks with negative drift
Probabilities of moderate deviations
An extension of the Davis-Gut law and Lai law
Uniform approximations for the \(M/G/1\) queue with subexponential processing times
On convergence rate in CLT for smooth distributions
Investigation of almost deterministic queueing systems
Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances
Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard
Limit theorems for first-passage times in non–linear markov renewal theory
A note to the convergence rates in precise asymptotics
A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal
Refinements of Berry-Esseen inequalities in terms of Lyapunov coefficients
Transition phenomena for ladder epochs of random walks with small negative drift
Upper bounds for series involving moderate and small deviations
Two-sided bounds for nonuniform rates of convergence in the central limit theorem
On moderate deviations
Certain non-uniform rates of convergence to normality for martingale differences
On the asymptotic behavior of probabilities of moderate deviations for combinatorial sums

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