On sharp large deviations for sums of random vectors and multidimensional Laplace approximation

Philippe Barbe; Philippe Barbe; Michel Broniatowski; Michel Broniatowski

doi:10.4213/tvp192

On sharp large deviations for sums of random vectors and multidimensional Laplace approximation

Теория вероятностей и ее применения ◽

10.4213/tvp192 ◽

2004 ◽

Vol 49 (4) ◽

pp. 743-774

Author(s):

Philippe Barbe ◽

Michel Broniatowski ◽

Michel Broniatowski

Keyword(s):

Large Deviations ◽

Laplace Approximation ◽

Random Vectors ◽

Sharp Large Deviations

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On Sharp Large Deviations for Sums of Random Vectors and Multidimensional Laplace Approximation

Theory of Probability and Its Applications ◽

10.1137/s0040585x97981342 ◽

2005 ◽

Vol 49 (4) ◽

pp. 561-588 ◽

Cited By ~ 2

Author(s):

Ph. Barbe ◽

M. Broniatowski

Keyword(s):

Large Deviations ◽

Laplace Approximation ◽

Random Vectors ◽

Sharp Large Deviations

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Large Deviations for Random Vectors

Grundlehren der mathematischen Wissenschaften - Entropy, Large Deviations, and Statistical Mechanics ◽

10.1007/978-1-4613-8533-2_7 ◽

1985 ◽

pp. 229-249 ◽

Cited By ~ 2

Author(s):

Richard S. Ellis

Keyword(s):

Large Deviations ◽

Random Vectors

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Large Deviations for Exchangeable Random Vectors

The Annals of Probability ◽

10.1214/aop/1176989683 ◽

1992 ◽

Vol 20 (3) ◽

pp. 1147-1166 ◽

Cited By ~ 32

Author(s):

I. H. Dinwoodie ◽

S. L. Zabell

Keyword(s):

Large Deviations ◽

Random Vectors

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Limit theorems for large deviations of sums of independent lattice random vectors

Discrete Mathematics and Applications ◽

10.1515/dma.1996.6.4.361 ◽

1996 ◽

Vol 6 (4) ◽

Cited By ~ 2

Author(s):

K. V. PETROVSKII

Keyword(s):

Large Deviations ◽

Limit Theorems ◽

Random Vectors ◽

Independent Lattice

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Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model

Applied Mathematics-A Journal of Chinese Universities ◽

10.1007/s11766-018-3579-8 ◽

2018 ◽

Vol 33 (4) ◽

pp. 491-502

Author(s):

Xin-mei Shen ◽

Ke-ang Fu ◽

Xue-ting Zhong

Keyword(s):

Large Deviations ◽

Risk Model ◽

Random Vectors ◽

Precise Large Deviations ◽

Renewal Risk Model ◽

Size Dependent ◽

Renewal Risk

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Level-3 Large Deviations for I.I.D. Random Vectors

Entropy, Large Deviations, and Statistical Mechanics - Classics in Mathematics ◽

10.1007/3-540-29060-5_9 ◽

2006 ◽

pp. 269-291

Author(s):

Richard S. Ellis

Keyword(s):

Large Deviations ◽

Random Vectors ◽

Level 3

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Abelian Theorems, Limit Properties of Conjugate Distributions, and Large Deviations for Sums of Independent Random Vectors

Theory of Probability and Its Applications ◽

10.1137/s0040585x97980713 ◽

2004 ◽

Vol 48 (4) ◽

pp. 664-680 ◽

Cited By ~ 2

Author(s):

A. Yu. Zaigraev ◽

A. V. Nagaev$^dag$

Keyword(s):

Large Deviations ◽

Random Vectors ◽

Abelian Theorems

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Large Deviations for Sums of Random Vectors Attracted to Operator Semi-Stable Laws

Journal of Theoretical Probability ◽

10.1007/s10959-015-0645-5 ◽

2015 ◽

Vol 30 (1) ◽

pp. 64-84

Author(s):

Wensheng Wang

Keyword(s):

Large Deviations ◽

Stable Laws ◽

Random Vectors

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Large deviations for random vectors for certain classes of sets. I

Lithuanian Mathematical Journal ◽

10.1007/bf00966472 ◽

1984 ◽

Vol 23 (3) ◽

pp. 308-317 ◽

Cited By ~ 4

Author(s):

L. Saulis

Keyword(s):

Large Deviations ◽

Random Vectors

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Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.

Theory of Probability and Its Applications ◽

10.1137/s0040585x97976623 ◽

1999 ◽

Vol 43 (1) ◽

pp. 1-12 ◽

Cited By ~ 11

Author(s):

A. A. Borovkov ◽

A. A. Mogulskii

Keyword(s):

Large Deviations ◽

Limit Theorems ◽

Local Limit ◽

Random Vectors ◽

Local Limit Theorems

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