Some Limit Theorems for Large Deviations

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(77)

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

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