Some Estimates of the Cumulant-Generating Function of a Sum ofm-Dependent Random Vectors and Their Application to Large Deviations

DOI10.1002/mana.19851200109zbMath0559.60006OpenAlexW1966457013MaRDI QIDQ5185761

Lothar Heinrich

Publication date: 1985

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19851200109

zbMATH Keywords

moment-generating functionlarge deviation theorem for sumsproduct representation of the characteristic functional

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (2)

The method of cumulants for the normal approximation ⋮ Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors

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