Probabilities of large deviations in topological spaces. I

DOI10.1007/BF00973600zbMATH Open0413.60021OpenAlexW1966374308MaRDI QIDQ598696FDOQ598696

Authors: A. A. Borovkov, Anatoli Mogulskii 

Publication date: 1979

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00973600

zbMATH Keywords

sums of independent random vectorslarge deviations in topological spaces

Mathematics Subject Classification ID

Large deviations (60F10) Probability measures on topological spaces (60B05) Sums of independent random variables; random walks (60G50)

Cites Work

• Asymptotically Optimal Tests for Multinomial Distributions
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• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Asymptotic probabilities and differential equations
• On the Deviations of the Empiric Distribution Function of Vector Chance Variables
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
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Cited In (11)

• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• Moderate deviations for randomly perturbed dynamical systems
• Moderate deviations for \(m\)-dependent random variables with Banach space values
• Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
• Moderate deviations for the SSEP with a slow bond
• Moderate deviations and functional limits for random processes with stationary and independent increments
• Moderate deviations of density-dependent Markov chains
• Moderate deviations for martingales and mixing random processes
• Moderate deviation principle for \(m\)-dependent random variables
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• Moderate deviation probabilities for open convex sets: nonlogarithmic behavior.

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