Pages that link to "Item:Q3993391"
From MaRDI portal
The following pages link to Limit theorems for large deviations. (Q3993391):
Displaying 18 items.
- Asymptotically efficient importance sampling for bootstrap (Q292319) (← links)
- Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough (Q310671) (← links)
- Large deviation principle for moderate deviation probabilities of bootstrap empirical measures (Q906009) (← links)
- Limit theorem for large deviations probabilities of certain forms (Q1291240) (← links)
- Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants (Q1366366) (← links)
- Large-deviation theorems for sums of random variables connected in a Markov chain. I (Q1567892) (← links)
- On the necessity of Statulevičius' condition in limit theorems for large-deviation probabilities (Q1589831) (← links)
- Large deviations for martingales via Cramér's method (Q1613595) (← links)
- On a relation of the growth rate between moments and semi-invariants of a higher order (Q1683209) (← links)
- Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations (Q1692251) (← links)
- Lindeberg's method for moderate deviations and random summation (Q1741887) (← links)
- General theorems on large deviations for random vectors (Q2411305) (← links)
- On probabilities of small deviations for stochastic processes (Q2639407) (← links)
- Large deviation results for a \(U\)-statistical sum with product kernel (Q2716971) (← links)
- (Q4002143) (← links)
- (Q4693044) (← links)
- On the large deviation principle for the almost sure CLT. (Q5934108) (← links)
- Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction (Q6624469) (← links)
