Theorems of large deviations in the multivariate invariance principle

DOI10.1016/0047-259X(92)90071-MzbMath0753.60027MaRDI QIDQ1192004

Vidmantas Bentkus

Publication date: 27 September 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

invariance principlelarge deviation probabilitiesestimates of the remainder termmultivariate invariance principle

Mathematics Subject Classification ID

Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distribution of the norm of a multidimensional Wiener process
• Uniform convexity and the distribution of the norm for a Gaussian measure
• Estimates of the rate of approximation of independent random variables in a Banach space. I
• Rate of convergence in the invariance principle in Banach spaces
• On probabilities of large deviations in Banach spaces
• On Edgeworth expansions in Banach spaces
• Convergence rates of moments and related functionals in the invariance principle in Banach spaces
• Potential theory on Hilbert space
• On the Probabilities of Large Deviations for the Maximum of Sums of Independent Random Variables
• On Estimates of the Rate of Convergence in the Invariance Principle for Banach Spaces
• Analyticity of Gaussian Measures
• An approximation of partial sums of independent RV's, and the sample DF. II
• Boundary-value problems, the invariance principle, and large deviations

This page was built for publication: Theorems of large deviations in the multivariate invariance principle