相关论文: Cram\'er's theorem in measurable locally convex sp…

We give a general setting for Cram\'er's large deviations theorem for the empirical means of a field of random vectors, which contains Cram\'er's theorem for i.i.d. random vectors and Sanov's theorem for asymptotically decoupled measures.…

We establish Cram\'er-type moderate deviation theorems for sums of locally dependent random variables and combinatorial central limit theorems. Under some mild exponential moment conditions, optimal error bounds and convergence ranges are…

We provide a direct proof of Cram\'er's theorem for geodesic random walks in a complete Riemannian manifold $(M,g)$. We show how to exploit the vector space structure of the tangent spaces to study large deviation properties of geodesic…

The empirical mean of $n$ independent and identically distributed (i.i.d.) random variables $(X_1,\dots,X_n)$ can be viewed as a suitably normalized scalar projection of the $n$-dimensional random vector $X^{(n)}\doteq(X_1,\dots,X_n)$ in…

Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq 1$, where $(g_n)_{n\geq 1}$ is a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group ${\rm GL}(V)$ with $V=\mathbb R^d$.…

Let {(X_i,Y_i)}_{i=1}^n be a sequence of independent bivariate random vectors. In this paper, we establish a refined Cram\'er type moderate deviation theorem for the general self-normalized sum \sum_{i=1}^n X_i/(\sum_{i=1}^n Y_i^2)^{1/2},…

Cram\'{e}r-type large deviations for means of samples from a finite population are established under weak conditions. The results are comparable to results for the so-called self-normalized large deviation for independent random variables.…

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

Cram\'er type moderate deviation theorems quantify the accuracy of the relative error of the normal approximation and provide theoretical justifications for many commonly used methods in statistics. In this paper, we develop a new…

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

Cram\'er's moderate deviations give a quantitative estimate for the relative error of the normal approximation and provide theoretical justifications for many estimator used in statistics. In this paper, we establish self-normalized…

By using the conjugate distribution technique of Cram\'er, we obtain some expansions of large deviation probabilities for martingales with differences satisfying the conditional Bernstein's condition. The expansions are of the same order as…

Under a Zariski density assumption, we extend the classical theorem of Cramer on large deviations of sums of iid real random variables to random matrix products.

In [11] it has been proved some variational formula on the Legendre-Fenchel transform of the cumulant generating function (the Cram\'er function) of Rademacher series with coefficients in the space $\ell^1$. In this paper we show a…

We derive Cram\'{e}r type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry-Esseen bound. Applications to quantile coupling inequalities, functions of…

A Cram\'er-type moderate deviation theorem quantifies the relative error of the tail probability approximation. It provides theoretical justification when the limiting tail probability can be used to estimate the tail probability under…

We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…

We prove explicit versions of Cram\'er's theorem for primes in arithmetic progressions, on the assumption of the generalized Riemann hypothesis.

Generalization of Lyapunov convexity theorem is proved for vector measure with values in Banach spaces with unconditional bases, which are q-concave for some $q<\infty.$

A general local center manifold theorem around stationary trajectories is proved for nonlinear cocycles acting on measurable fields of Banach spaces.