Asymptotic expansions for sums of weakly dependent random vectors

1983 ◽  
Vol 64 (2) ◽  
pp. 211-239 ◽  
Author(s):  
F. Götze ◽  
C. Hipp
Keyword(s):  
Asymptotic Expansions ◽  
Random Vectors ◽  
Weakly Dependent

scholarly journals The asymptotic expansions of the distribution function and of density function for the sums of independent identically distributed random vectors

1968 ◽  
Vol 8 (3) ◽  
pp. 405-422
Author(s):  
A. Bikelis
Keyword(s):  
Distribution Function ◽  
Density Function ◽  
Asymptotic Expansions ◽  
Random Vectors ◽  
Independent Identically Distributed

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: А. Бикялис. Асимптотические разложения для плотностей и распределений сумм независимых одинаково распределенных случайных векторов A. Bikelis. Nepriklausomų vienodai pasiskirsčiusių atsitiktinių vektorių sumų tankių ir pasiskirstymo funkcijų asimptotiniai išdėstymai

scholarly journals Higher order asymptotics for large deviations — Part II

2020 ◽  
pp. 2150025
Author(s):  
Kasun Fernando ◽  
Pratima Hebbar
Keyword(s):  
Large Deviations ◽  
Asymptotic Expansions ◽  
Continuous Time ◽  
Compact Manifold ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Hörmander Condition ◽  
Additive Functionals ◽  
Higher Order Asymptotics ◽  
Weakly Dependent

We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly-dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential equations (SDEs) satisfying Hörmander condition on a [Formula: see text]-dimensional compact manifold admit these asymptotic expansions of all orders.

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