A Laplace approximation for sums of independent random variables

DOI10.1007/BF00575528zbMath0473.60036OpenAlexW190945928MaRDI QIDQ3927972

Anders Martin-Löf

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00575528

zbMATH Keywords

Laplace approximation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (9)

Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima ⋮ The Cramér condition for the Curie-Weiss model of SOC ⋮ Applications of Stein's method for concentration inequalities ⋮ Formation of infinite loops for an interacting bosonic loop soup ⋮ Large deviations for distributions of sums of random variables: Markov chain method ⋮ Large deviations and the internal fluctuations of critical mean field systems ⋮ Entropy, a useful concept in risk theory ⋮ Laplace approximations for sums of independent random vectors ⋮ The Curie-Weiss model with complex temperature: phase transitions

Cites Work

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• Large deviations of the sample mean in general vector spaces
• Statistical mechanics and mathematical problems. Battelle Seattle 1971 Rencontres
• A unified formulation of the central limit theorem for small and large deviations from the mean
• On Deviations of the Sample Mean
• Threshold limit theorems for some epidemic processes
• Limit theorems for sums of dependent random variables occurring in statistical mechanics
• Asymptotic probabilities and differential equations
• Convex Analysis

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