MODERATE DEVIATIONS AND ASSOCIATED LAPLACE APPROXIMATIONS FOR SUMS OF INDEPENDENT RANDOM VECTORS

被引：1

作者：

DEACOSTA, A

机构：

来源：

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY | 1992年 / 329卷 / 01期

关键词：

MODERATE AND LARGE DEVIATIONS; EXACT ASYMPTOTICS; LAPLACE APPROXIMATION;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let {X(j)} be an i.i.d. sequence of Banach space valued r.v.'s and let S(n) = SIGMA(j = 1)n X(j). For certain positive sequences b(n) --> infinity, we determine the exact asymptotic behavior of E exp{(b(n)2/n)PHI(S(n)/b(n)}, where PHI is a smooth function. We also prove a large deviation principle for {L(S(n)/b(n))}.

引用

页码：357 / 375

页数：19

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