The large deviation principle for certain series

DOI10.1051/PS:2004010MaRDI QIDQ4671815zbMATH OpenOpenAlexFDO

Authors Miguel A. Arcones

Publication date 26 April 2005

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=PS_2004__8__200_0, https://eudml.org/doc/245701

zbMATH Keywords

Large deviationsstochastic processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) General theory of stochastic processes (60G07)

Recommendations

• Probabilities of large deviations in a scheme of series
• scientific article; zbMATH DE number 4076194
• Large deviation principles for lacunary sums
• Convergence of the series of large-deviation probabilities for sums of independent equally distributed random variables
• Limit theorem for large deviations probabilities of certain forms
• Large deviations for some dependent sequences
• Large deviations for the partial sums of a class of random variable sequences
• scientific article; zbMATH DE number 5220413
• Large deviations of sums of random variables
• scientific article; zbMATH DE number 3919454

Cites work

• Asymptotic probabilities and differential equations
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 53996 (Why is no real title available?)
• scientific article; zbMATH DE number 177377 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• scientific article; zbMATH DE number 1014176 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 936374 (Why is no real title available?)
• Large deviations for processes with independent increments
• Tail and moment estimates for sums of independent random variables with logarithmically concave tails
• Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
• The concentration of measure phenomenon
• The Large Deviation Principle for Stochastic Processes. II
• The Large Deviation Principle for Stochastic Processes. Part I
• The Supremum of Some Canonical Processes

Cited in

(9)

• Large and moderate deviations of empirical processes with nonstandard rates
• Large deviation principle for exchangeable sequences: Necessary and sufficient condition
• Asymptotic property for some series of probability
• Exact upper tail probabilities of random series
• The principle of large deviations for empirical processes
• Comparison for upper tail probabilities of random series
• The Large Deviation Principle for Stochastic Processes. Part I
• The Large Deviation Principle for Stochastic Processes. II
• Higher order asymptotics for large deviations. II

This page was built for publication: The large deviation principle for certain series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4671815)