The Laplace integral and probabilities of moderate deviations in \(R^ k\)
type: Item
instance of: scholarly article
title: The Laplace integral and probabilities of moderate deviations in \(R^ k\)
zbMATH Open document ID: 0667.60036
DOI: 10.1007/BF01095082
published in: Journal of Soviet Mathematics
publication date: 1987-01-01T00:00:00Z
review text: [For the entire collection of the original see Zbl 0626.00025.] One obtains probabilities of moderate deviations of the sums of independent, identically distributed random vectors with values in \(R^ k\), \(k\geq 2\), over a ball with center at the origin. One finds the asymptotic behavior of the Gaussian measure of the considered domain when the radius of the ball tends to infinity.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 4092470
zbMATH Keywords: probabilities of moderate deviations
zbMATH Keywords: Gaussian measure
author: Wolf-Dieter Richter
MaRDI profile type: Publication
cites work: Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points
cites work: Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points
cites work: Moderate deviations in special sets ofRk
full work available at URL: https://doi.org/10.1007/bf01095082
OpenAlex ID: W1975141881
description: scientific article; zbMATH DE number 4092470