Bolthausen, E (1984). On the probability of large deviations in Banach spaces. The Annals of Probability, 12(2):427-435.
Probabilities of large deviations for sums of i.i.d. Banach space valued random variables are investigated when the laws of the random variables converge weakly and a uniform exponential integrability condition is satisfied. Furthermore, a discussion of possible improvements of the estimates is given, when the probability is estimated that the sum lies in a convex set.
Probabilities of large deviations for sums of i.i.d. Banach space valued random variables are investigated when the laws of the random variables converge weakly and a uniform exponential integrability condition is satisfied. Furthermore, a discussion of possible improvements of the estimates is given, when the probability is estimated that the sum lies in a convex set.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Uncontrolled Keywords: | Banach space valued random variables, large deviations |
| Language: | English |
| Date: | 1984 |
| Deposited On: | 19 Oct 2009 12:20 |
| Last Modified: | 24 Sep 2019 16:20 |
| Publisher: | Institute of Mathematical Statistics |
| ISSN: | 0091-1798 |
| OA Status: | Green |
| Publisher DOI: | https://doi.org/10.1214/aop/1176993298 |
| Related URLs: | http://www.zentralblatt-math.org/zmath/en/search/?q=an:0538.60008 |
Bolthausen, E