Moderate deviation probabilities for open convex sets: nonlogarithmic behavior
概率论
2016-09-07 v1
摘要
Precise asymptotics for moderate deviation probabilities are established for open convex sets in both the finite- and infinite-dimensional settings. Our results are based on the existence of dominating points for these sets, a related representation formula, and asymptotics for the integral term in this formula.
引用
@article{arxiv.math/0410139,
title = {Moderate deviation probabilities for open convex sets: nonlogarithmic behavior},
author = {Uwe Einmahl and James Kuelbs},
journal= {arXiv preprint arXiv:math/0410139},
year = {2016}
}
备注
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000216