Precise Laplace-Type Asymptotics for Moderate Deviations of the Distributions of Sums of Independent Banach-Valued Random Elements

DOI10.1137/S0040585X97980725zbMath1060.60028OpenAlexW2032287299MaRDI QIDQ4830883

V. R. Fatalov

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97980725

zbMATH Keywords

sums of independent random elementsLaplace method in Banach spacesprobabilities of moderate deviations of statistics of the form \(\omega^p_n\)

Mathematics Subject Classification ID

Large deviations (60F10) Probabilistic methods in Banach space theory (46B09) Probability theory on algebraic and topological structures (60B99)

Related Items (3)

Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions ⋮ Large deviations for distributions of sums of random variables: Markov chain method ⋮ Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)

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